+91.5%
CSCO vs VST
+633.9%
-542.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.1% | -5.1% | -6.1% |
| 7D | +1.9% | +6.6% | -4.7% | +1.1% |
| 30D | -15.8% | -12.4% | -3.5% | -14.6% |
| 3M | -15.4% | -9.0% | -6.4% | -14.7% |
| 6M | -5.4% | -6.4% | +1.0% | -5.2% |
| YTD | +26.5% | -17.2% | +43.6% | +27.7% |
| 1Y | +25.9% | -22.0% | +47.9% | +28.0% |
| 3Y | +97.5% | +296.7% | -199.1% | +46.5% |
| All | +91.5% | +633.9% | -542.3% | +16.3% |
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