+114.0%
CSCO vs VSH
+65.5%
+48.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -0.5% | +6.2% | -6.7% | -2.0% |
| 30D | -10.1% | -11.1% | +1.0% | -7.8% |
| 3M | -11.7% | -44.9% | +33.2% | -0.2% |
| 6M | +40.1% | +90.0% | -49.9% | +13.8% |
| YTD | +43.8% | +118.8% | -75.0% | +11.9% |
| 1Y | +66.6% | +109.0% | -42.4% | +30.2% |
| 3Y | +108.5% | +35.6% | +72.9% | +77.9% |
| 5Y | +114.0% | +66.7% | +47.3% | +61.2% |
| All | +114.0% | +65.5% | +48.4% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VSH 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling