+304.8%
CSCO vs VT
+215.5%
+89.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.2% |
| 7D | -10.2% | -2.3% | -7.9% | -8.0% |
| 30D | -20.1% | -5.0% | -15.1% | -15.8% |
| 3M | -22.4% | -4.9% | -17.5% | -18.3% |
| 6M | +2.8% | -1.5% | +4.3% | +4.7% |
| YTD | +23.6% | +8.5% | +15.1% | +14.5% |
| 1Y | +34.0% | +11.4% | +22.7% | +21.0% |
| 3Y | +89.3% | +70.1% | +19.2% | +12.3% |
| 5Y | +87.9% | +53.7% | +34.1% | +22.7% |
| All | +304.8% | +215.5% | +89.3% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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