+91.5%
CSCO vs VSXY
+106.2%
-14.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.7% | -6.4% |
| 7D | +1.9% | -1.7% | +3.6% | +2.1% |
| 30D | -15.8% | +20.1% | -36.0% | -17.4% |
| 3M | -15.4% | +16.6% | -32.0% | -17.0% |
| 6M | -5.4% | +134.9% | -140.3% | -14.7% |
| YTD | +26.5% | +96.0% | -69.5% | +15.3% |
| 1Y | +25.9% | +203.8% | -177.9% | +9.1% |
| 3Y | +97.5% | +465.3% | -367.8% | +51.7% |
| All | +91.5% | +106.2% | -14.6% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling