+91.6%
CSCO vs VST
+515.1%
-423.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -6.2% | -1.5% | -6.8% |
| 7D | -11.9% | -19.9% | +8.1% | -9.4% |
| 30D | -18.8% | -29.7% | +10.8% | -15.2% |
| 3M | -21.2% | -19.6% | -1.7% | -19.2% |
| 6M | +1.9% | -29.4% | +31.3% | +5.8% |
| YTD | +26.1% | -29.7% | +55.8% | +30.2% |
| 1Y | +34.7% | -40.0% | +74.7% | +41.8% |
| 3Y | +94.0% | +231.0% | -136.9% | +48.2% |
| 5Y | +91.6% | +500.1% | -408.5% | +22.4% |
| All | +91.6% | +515.1% | -423.5% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling