+91.5%
CSCO vs VRT
+650.8%
-559.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.6% | -2.6% | -5.7% |
| 7D | +1.9% | +10.5% | -8.6% | +0.5% |
| 30D | -15.8% | -9.3% | -6.5% | -15.1% |
| 3M | -15.4% | -29.6% | +14.2% | -11.9% |
| 6M | -5.4% | -45.4% | +40.0% | +1.3% |
| YTD | +26.5% | +24.8% | +1.6% | +20.3% |
| 1Y | +25.9% | +23.6% | +2.3% | +19.7% |
| 3Y | +97.5% | +379.7% | -282.1% | +48.3% |
| All | +91.5% | +650.8% | -559.3% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling