+108.4%
CSCO vs VSXY
+353.1%
-244.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.5% |
| 7D | 0.0% | -10.7% | +10.7% | +0.8% |
| 30D | -10.7% | -24.3% | +13.5% | -8.7% |
| 3M | -8.7% | +1.0% | -9.8% | -9.2% |
| 6M | +44.9% | +57.4% | -12.4% | +37.3% |
| YTD | +44.1% | +39.8% | +4.4% | +37.3% |
| 1Y | +65.9% | +196.5% | -130.6% | +46.7% |
| All | +108.4% | +353.1% | -244.8% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling