+359.9%
CSCO vs VTR
+100.2%
+259.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.1% |
| 7D | -1.1% | -1.8% | +0.7% | -0.7% |
| 30D | -10.8% | +4.0% | -14.8% | -11.6% |
| 3M | -9.2% | +7.8% | -17.1% | -11.0% |
| 6M | +39.5% | +6.4% | +33.2% | +36.8% |
| YTD | +41.5% | +18.3% | +23.2% | +35.4% |
| 1Y | +61.0% | +33.9% | +27.0% | +49.6% |
| 3Y | +105.2% | +134.3% | -29.1% | +66.7% |
| 5Y | +113.4% | +90.3% | +23.2% | +79.3% |
| All | +359.9% | +100.2% | +259.7% | +252.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling