+922.9%
CSCO vs VTI
+964.9%
-42.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.9% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -10.1% | 0.0% | -10.1% | -10.2% |
| 3M | -15.7% | +2.0% | -17.7% | -17.5% |
| 6M | +36.3% | +13.0% | +23.3% | +19.1% |
| YTD | +43.8% | +13.9% | +29.9% | +24.8% |
| 1Y | +63.9% | +20.0% | +43.9% | +34.1% |
| 3Y | +104.4% | +75.8% | +28.5% | +8.1% |
| 5Y | +111.4% | +73.8% | +37.5% | +10.7% |
| 10Y | +361.7% | +297.5% | +64.2% | -8.7% |
| All | +922.9% | +964.9% | -42.0% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling