+96.9%
CSCO vs VSH
+41.5%
+55.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +13.4% | -8.3% | +1.9% |
| 7D | -2.9% | +3.5% | -6.4% | -4.0% |
| 30D | -16.7% | -22.4% | +5.7% | -12.2% |
| 3M | -18.4% | -25.2% | +6.7% | -13.8% |
| 6M | +2.9% | -22.5% | +25.5% | +4.6% |
| YTD | +30.4% | +84.2% | -53.8% | +4.8% |
| 1Y | +41.4% | +87.1% | -45.7% | +12.8% |
| 3Y | +104.7% | +31.7% | +73.0% | +70.9% |
| 5Y | +96.9% | +42.6% | +54.4% | +50.3% |
| All | +96.9% | +41.5% | +55.4% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling