+361.4%
CSCO vs VST
+1,175.7%
-814.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.1% |
| 7D | -0.7% | +8.9% | -9.6% | -2.2% |
| 30D | -10.1% | +6.2% | -16.3% | -11.1% |
| 3M | -15.7% | -2.7% | -13.0% | -15.6% |
| 6M | +36.3% | -8.4% | +44.6% | +37.0% |
| YTD | +43.8% | -7.2% | +51.0% | +43.4% |
| 1Y | +63.9% | -20.9% | +84.8% | +67.1% |
| 3Y | +104.4% | +384.0% | -279.6% | +25.9% |
| 5Y | +111.4% | +757.1% | -645.7% | +8.4% |
| All | +361.4% | +1,175.7% | -814.3% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling