+129.3%
CSCO vs VSXY
+33.4%
+95.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.5% |
| 7D | -1.1% | -0.3% | -0.7% | -1.1% |
| 30D | -10.8% | -22.1% | +11.3% | -8.8% |
| 3M | -9.2% | -1.1% | -8.1% | -9.5% |
| 6M | +39.5% | +53.8% | -14.3% | +31.7% |
| YTD | +41.5% | +35.5% | +6.0% | +34.6% |
| 1Y | +61.0% | +186.0% | -125.0% | +41.0% |
| 3Y | +105.2% | +343.2% | -238.0% | +63.9% |
| 5Y | +113.4% | +19.0% | +94.4% | +88.7% |
| All | +129.3% | +33.4% | +95.9% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling