+517.3%
CSCO vs VTEB
+26.6%
+490.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -10.1% | -1.6% | -8.5% | -9.7% |
| 3M | -11.7% | -2.0% | -9.8% | -11.2% |
| 6M | +40.1% | -1.7% | +41.8% | +40.8% |
| YTD | +43.8% | -0.6% | +44.4% | +44.0% |
| 1Y | +66.6% | +1.8% | +64.8% | +65.8% |
| 3Y | +108.5% | +9.6% | +98.9% | +102.8% |
| 5Y | +114.0% | +2.1% | +111.9% | +111.3% |
| 10Y | +366.8% | +18.9% | +347.9% | +427.5% |
| All | +517.3% | +26.6% | +490.7% | +759.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling