+108.1%
CSCO vs VUG
+90.1%
+18.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -0.7% | -0.1% | -0.6% | -0.6% |
| 30D | -10.1% | -0.3% | -9.8% | -10.0% |
| 3M | -15.7% | -0.7% | -15.0% | -15.4% |
| 6M | +36.3% | +14.6% | +21.6% | +25.7% |
| YTD | +43.8% | +9.0% | +34.8% | +36.7% |
| 1Y | +63.9% | +14.9% | +49.1% | +51.0% |
| All | +108.1% | +90.1% | +18.0% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling