+89.3%
CSCO vs VST
+264.2%
-175.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.6% | -12.5% | -3.2% |
| 7D | -10.2% | -9.8% | -0.4% | -9.3% |
| 30D | -20.1% | -25.1% | +5.1% | -17.6% |
| 3M | -22.4% | -11.6% | -10.8% | -21.5% |
| 6M | +2.8% | -20.9% | +23.7% | +4.8% |
| YTD | +23.6% | -22.3% | +45.9% | +25.6% |
| 1Y | +34.0% | -32.0% | +66.0% | +38.1% |
| 3Y | +89.3% | +262.4% | -173.1% | +64.8% |
| All | +89.3% | +264.2% | -175.0% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling