+220,352.3%
CSCO vs VSH
+1,598.8%
+218,753.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.9% |
| 7D | -0.7% | +4.1% | -4.7% | -2.1% |
| 30D | -10.1% | -4.2% | -6.0% | -9.3% |
| 3M | -15.7% | -50.0% | +34.3% | +3.0% |
| 6M | +36.3% | +80.2% | -43.9% | +5.1% |
| YTD | +43.8% | +121.1% | -77.3% | +2.6% |
| 1Y | +63.9% | +112.0% | -48.1% | +17.3% |
| 3Y | +104.4% | +22.5% | +81.8% | +66.2% |
| 5Y | +111.4% | +64.0% | +47.3% | +51.8% |
| 10Y | +361.7% | +170.4% | +191.3% | +158.0% |
| All | +220,352.3% | +1,598.8% | +218,753.5% | +53,869.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling