+304.4%
CSCO vs VST
+866.2%
-561.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -6.2% | -1.5% | -6.5% |
| 7D | -11.9% | -19.9% | +8.1% | -8.4% |
| 30D | -18.8% | -29.7% | +10.8% | -13.8% |
| 3M | -21.2% | -19.6% | -1.7% | -18.4% |
| 6M | +1.9% | -29.4% | +31.3% | +7.4% |
| YTD | +26.1% | -29.7% | +55.8% | +31.7% |
| 1Y | +34.7% | -40.0% | +74.7% | +44.6% |
| 3Y | +94.0% | +231.0% | -136.9% | +29.0% |
| 5Y | +91.6% | +500.1% | -408.5% | +5.7% |
| 10Y | +323.2% | +1,004.2% | -681.0% | +106.2% |
| All | +304.4% | +866.2% | -561.8% | +96.9% |
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