+122.0%
CSCO vs VTEB
+1.2%
+120.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.2% |
| 7D | +2.7% | -0.9% | +3.6% | +3.1% |
| 30D | -9.5% | -2.5% | -7.0% | -8.5% |
| 3M | -7.6% | -3.0% | -4.7% | -6.5% |
| 6M | +44.9% | -2.1% | +47.0% | +46.3% |
| YTD | +47.7% | -1.5% | +49.2% | +48.7% |
| 1Y | +69.1% | +0.2% | +68.9% | +69.0% |
| 3Y | +113.5% | +8.6% | +105.0% | +103.6% |
| All | +122.0% | +1.2% | +120.7% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 5y: compounded portfolio wealth divided by compounded VTEB 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…
5y analysis · Full analysis span regression · 6 months rolling