+578.4%
CSCO vs VT
+363.9%
+214.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -1.0% |
| 7D | -6.1% | -0.3% | -5.8% | -5.8% |
| 30D | -8.2% | -1.4% | -6.7% | -6.9% |
| 3M | -14.9% | -1.4% | -13.5% | -13.7% |
| 6M | +12.3% | +5.5% | +6.8% | +7.0% |
| YTD | +36.5% | +12.8% | +23.6% | +22.2% |
| 1Y | +45.4% | +15.4% | +29.9% | +27.4% |
| 3Y | +110.0% | +76.9% | +33.2% | +23.8% |
| 5Y | +107.2% | +60.4% | +46.8% | +32.6% |
| 10Y | +358.0% | +232.8% | +125.3% | +51.7% |
| All | +578.4% | +363.9% | +214.5% | +71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling