+45.9%
CSCO vs VST
-35.7%
+81.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -13.8% | +14.4% | +2.1% |
| 7D | -6.1% | -15.7% | +9.7% | -4.4% |
| 30D | -8.2% | -17.0% | +8.8% | -6.3% |
| 3M | -14.6% | -15.9% | +1.3% | -12.9% |
| 6M | +12.7% | -25.0% | +37.7% | +15.5% |
| YTD | +37.0% | -25.1% | +62.1% | +39.9% |
| 1Y | +45.9% | -34.9% | +80.8% | +50.2% |
| All | +45.9% | -35.7% | +81.6% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling