+223.3%
CSCO vs VRT
+2,725.9%
-2,502.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.8% | -0.1% |
| 7D | -0.7% | +9.1% | -9.8% | -2.0% |
| 30D | -10.1% | +0.9% | -11.1% | -10.4% |
| 3M | -15.7% | -13.4% | -2.3% | -14.6% |
| 6M | +36.3% | +11.7% | +24.6% | +32.5% |
| YTD | +43.8% | +73.2% | -29.4% | +30.6% |
| 1Y | +63.9% | +123.4% | -59.5% | +42.4% |
| 3Y | +104.4% | +606.2% | -501.8% | +41.5% |
| 5Y | +111.4% | +899.9% | -788.5% | +30.4% |
| All | +223.3% | +2,725.9% | -2,502.6% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling