+324.2%
CSCO vs VST
+1,174.0%
-849.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.1% |
| 7D | -4.7% | -6.0% | +1.3% | -3.9% |
| 30D | -17.1% | -18.8% | +1.7% | -14.3% |
| 3M | -19.6% | -8.0% | -11.6% | -18.8% |
| 6M | +2.4% | -10.9% | +13.3% | +3.4% |
| YTD | +29.8% | -18.3% | +48.1% | +31.7% |
| 1Y | +38.7% | -29.9% | +68.6% | +44.6% |
| 3Y | +101.3% | +290.3% | -189.0% | +28.8% |
| 5Y | +94.8% | +635.3% | -540.5% | +2.0% |
| 10Y | +324.2% | +1,162.4% | -838.1% | +95.5% |
| All | +324.2% | +1,174.0% | -849.8% | +95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling