+377.3%
CSCO vs VSH
+172.7%
+204.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | 0.0% | +3.5% | -3.6% | -1.1% |
| 30D | -10.7% | -4.4% | -6.3% | -9.8% |
| 3M | -8.7% | -45.8% | +37.1% | +6.5% |
| 6M | +44.9% | +90.1% | -45.2% | +12.2% |
| YTD | +44.1% | +120.3% | -76.2% | +5.7% |
| 1Y | +65.9% | +112.2% | -46.4% | +21.8% |
| 3Y | +109.0% | +36.6% | +72.4% | +68.8% |
| 5Y | +114.8% | +67.0% | +47.7% | +56.4% |
| 10Y | +377.3% | +179.5% | +197.9% | +165.3% |
| All | +377.3% | +172.7% | +204.6% | +165.3% |
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