+133.1%
CSCO vs VSXY
+37.4%
+95.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.3% |
| 7D | -0.7% | -14.0% | +13.3% | +0.7% |
| 30D | -10.1% | -15.9% | +5.8% | -8.8% |
| 3M | -15.7% | +3.4% | -19.1% | -16.3% |
| 6M | +36.3% | +25.9% | +10.4% | +31.0% |
| YTD | +43.8% | +39.5% | +4.3% | +36.4% |
| 1Y | +63.9% | +194.4% | -130.4% | +43.2% |
| 3Y | +104.4% | +281.4% | -177.1% | +66.0% |
| 5Y | +111.4% | +12.8% | +98.6% | +86.5% |
| All | +133.1% | +37.4% | +95.7% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling