+324.2%
CSCO vs VSH
+117.5%
+206.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | -4.7% | -1.6% | -3.1% | -4.6% |
| 30D | -17.1% | -21.3% | +4.2% | -12.0% |
| 3M | -19.6% | -18.9% | -0.7% | -15.9% |
| 6M | +2.4% | -21.4% | +23.8% | +3.6% |
| YTD | +29.8% | +86.8% | -57.1% | -1.5% |
| 1Y | +38.7% | +85.8% | -47.1% | +5.1% |
| 3Y | +101.3% | +30.1% | +71.2% | +61.4% |
| 5Y | +94.8% | +42.8% | +52.0% | +46.6% |
| 10Y | +324.2% | +121.2% | +203.0% | +157.2% |
| All | +324.2% | +117.5% | +206.7% | +157.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling