+379.9%
CSCO vs VTRS
-48.4%
+428.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.2% |
| 7D | +2.7% | -2.2% | +4.9% | +3.1% |
| 30D | -9.5% | +3.3% | -12.8% | -10.1% |
| 3M | -7.6% | +2.0% | -9.6% | -8.3% |
| 6M | +44.9% | +19.9% | +24.9% | +38.7% |
| YTD | +47.7% | +35.7% | +12.0% | +37.5% |
| 1Y | +69.1% | +68.1% | +1.0% | +50.1% |
| 3Y | +113.5% | +87.1% | +26.4% | +81.3% |
| 5Y | +122.8% | +47.6% | +75.1% | +94.0% |
| All | +379.9% | -48.4% | +428.3% | +375.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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