+1.9%
CSCO vs VST
-30.5%
+32.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -6.2% | -1.5% | -6.5% |
| 7D | -11.9% | -19.9% | +8.1% | -8.7% |
| 30D | -18.8% | -29.7% | +10.8% | -14.3% |
| 3M | -21.2% | -19.6% | -1.7% | -18.1% |
| 6M | +1.9% | -29.4% | +31.3% | +6.0% |
| All | +1.9% | -30.5% | +32.4% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling