+562.3%
CSCO vs VTV
+715.1%
-152.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.8% |
| 7D | -0.5% | +0.3% | -0.8% | -0.8% |
| 30D | -10.1% | +0.1% | -10.2% | -10.3% |
| 3M | -11.7% | +6.2% | -17.9% | -16.9% |
| 6M | +40.1% | +13.5% | +26.6% | +23.7% |
| YTD | +43.8% | +18.9% | +24.9% | +21.4% |
| 1Y | +66.6% | +25.8% | +40.8% | +32.8% |
| 3Y | +108.5% | +68.7% | +39.8% | +24.3% |
| 5Y | +114.0% | +80.3% | +33.6% | +19.6% |
| 10Y | +366.8% | +226.3% | +140.5% | +46.3% |
| All | +562.3% | +715.1% | -152.8% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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