+324.2%
CSCO vs VT
+217.6%
+106.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | -4.7% | -0.1% | -4.5% | -4.4% |
| 30D | -17.1% | -3.1% | -14.0% | -14.3% |
| 3M | -19.6% | -3.5% | -16.1% | -16.6% |
| 6M | +2.4% | +0.5% | +1.9% | +2.4% |
| YTD | +29.8% | +10.8% | +19.0% | +17.9% |
| 1Y | +38.7% | +11.9% | +26.8% | +24.6% |
| 3Y | +101.3% | +73.0% | +28.4% | +17.6% |
| 5Y | +94.8% | +58.6% | +36.2% | +23.4% |
| 10Y | +324.2% | +219.2% | +105.0% | +38.9% |
| All | +324.2% | +217.6% | +106.6% | +38.9% |
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