+114.8%
CSCO vs VTR
+88.4%
+26.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | 0.0% | -2.9% | +2.9% | +0.6% |
| 30D | -10.7% | -2.8% | -7.9% | -10.3% |
| 3M | -8.7% | +9.0% | -17.8% | -10.8% |
| 6M | +44.9% | +5.0% | +40.0% | +42.5% |
| YTD | +44.1% | +16.9% | +27.2% | +37.7% |
| 1Y | +65.9% | +34.3% | +31.6% | +52.5% |
| 3Y | +109.0% | +131.6% | -22.6% | +63.4% |
| 5Y | +114.8% | +88.0% | +26.8% | +73.7% |
| All | +114.8% | +88.4% | +26.3% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling