+34.6%
CSCO vs VRT
-4.2%
+38.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.4% | -2.5% |
| 7D | -10.2% | -21.4% | +11.2% | -7.0% |
| 30D | -20.1% | -25.8% | +5.8% | -16.6% |
| 3M | -22.1% | -33.5% | +11.5% | -17.6% |
| 6M | +3.2% | -49.0% | +52.2% | +12.3% |
| YTD | +24.1% | +12.9% | +11.1% | +23.6% |
| 1Y | +34.6% | 0.0% | +34.5% | +35.1% |
| All | +34.6% | -4.2% | +38.7% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling