+335.7%
CSCO vs VUG
+402.9%
-67.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.4% |
| 7D | +6.6% | +4.4% | +2.2% | +3.3% |
| 30D | -11.3% | -7.3% | -4.0% | -6.0% |
| 3M | -17.3% | -4.2% | -13.1% | -14.5% |
| 6M | +3.5% | -1.6% | +5.1% | +5.0% |
| YTD | +34.9% | +4.9% | +30.0% | +30.3% |
| 1Y | +40.5% | +3.8% | +36.7% | +36.7% |
| 3Y | +109.3% | +79.4% | +29.8% | +32.1% |
| 5Y | +105.9% | +63.9% | +42.0% | +37.7% |
| All | +335.7% | +402.9% | -67.2% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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