+366.8%
CSCO vs VUG
+408.5%
-41.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.2% |
| 7D | -0.5% | +0.9% | -1.4% | -1.2% |
| 30D | -10.1% | -1.4% | -8.7% | -9.2% |
| 3M | -11.7% | +2.3% | -14.1% | -13.4% |
| 6M | +40.1% | +15.7% | +24.4% | +25.4% |
| YTD | +43.8% | +8.6% | +35.2% | +35.0% |
| 1Y | +66.6% | +14.1% | +52.6% | +50.5% |
| 3Y | +108.5% | +87.9% | +20.6% | +26.5% |
| 5Y | +114.0% | +76.3% | +37.6% | +33.9% |
| 10Y | +366.8% | +409.7% | -42.8% | +2.5% |
| All | +366.8% | +408.5% | -41.7% | +2.5% |
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