+177.8%
CSCO vs VRT
+1,742.5%
-1,564.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.4% | -2.5% |
| 7D | -10.2% | -21.4% | +11.2% | -7.2% |
| 30D | -20.1% | -25.8% | +5.8% | -16.9% |
| 3M | -22.4% | -33.5% | +11.2% | -18.2% |
| 6M | +2.8% | -49.0% | +51.8% | +11.6% |
| YTD | +23.6% | +12.9% | +10.7% | +18.7% |
| 1Y | +34.0% | 0.0% | +34.0% | +30.6% |
| 3Y | +89.3% | +361.8% | -272.6% | +38.9% |
| 5Y | +87.9% | +565.1% | -477.3% | +22.4% |
| All | +177.8% | +1,742.5% | -1,564.6% | +63.5% |
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