+104.7%
CSCO vs VSH
+25.6%
+79.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +13.4% | -8.3% | +2.3% |
| 7D | -2.9% | +3.5% | -6.4% | -3.9% |
| 30D | -16.7% | -22.4% | +5.7% | -12.9% |
| 3M | -18.4% | -25.2% | +6.7% | -14.5% |
| 6M | +2.9% | -22.5% | +25.5% | +5.0% |
| YTD | +30.4% | +84.2% | -53.8% | +10.3% |
| 1Y | +41.4% | +87.1% | -45.7% | +18.9% |
| 3Y | +104.7% | +31.7% | +73.0% | +67.5% |
| All | +104.7% | +25.6% | +79.0% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling