+615.0%
CSCO vs VT
+374.2%
+240.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | -0.7% | +0.4% | -1.1% | -1.1% |
| 30D | -10.1% | +1.0% | -11.1% | -11.0% |
| 3M | -15.7% | +2.4% | -18.1% | -17.4% |
| 6M | +36.3% | +12.0% | +24.3% | +22.5% |
| YTD | +43.8% | +15.3% | +28.5% | +26.1% |
| 1Y | +63.9% | +22.6% | +41.4% | +35.7% |
| 3Y | +104.4% | +74.7% | +29.7% | +21.7% |
| 5Y | +111.4% | +66.1% | +45.2% | +30.7% |
| 10Y | +361.7% | +225.0% | +136.7% | +55.8% |
| All | +615.0% | +374.2% | +240.8% | +76.4% |
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