+114.8%
CSCO vs VTI
+73.1%
+41.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.7% |
| 7D | 0.0% | -0.4% | +0.3% | +0.2% |
| 30D | -10.7% | -1.6% | -9.1% | -9.6% |
| 3M | -8.7% | +3.6% | -12.3% | -11.3% |
| 6M | +44.9% | +13.0% | +31.9% | +31.4% |
| YTD | +44.1% | +12.7% | +31.4% | +31.2% |
| 1Y | +65.9% | +18.4% | +47.5% | +45.1% |
| 3Y | +109.0% | +76.4% | +32.6% | +33.1% |
| 5Y | +114.8% | +73.7% | +41.1% | +35.7% |
| All | +114.8% | +73.1% | +41.6% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 VTI 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