+110.7%
CSCO vs VRT
+407.1%
-296.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.0% |
| 7D | +6.6% | +18.6% | -12.1% | +4.0% |
| 30D | -11.3% | -11.7% | +0.3% | -10.3% |
| 3M | -17.3% | -27.3% | +9.9% | -14.4% |
| 6M | +3.5% | -42.9% | +46.4% | +9.8% |
| YTD | +34.9% | +29.5% | +5.4% | +28.5% |
| 1Y | +40.5% | +21.0% | +19.4% | +34.6% |
| All | +110.7% | +407.1% | -296.4% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling