+497.7%
CSCO vs VUG
+1,182.3%
-684.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.2% |
| 7D | -4.7% | -1.2% | -3.5% | -3.5% |
| 30D | -17.1% | -8.9% | -8.2% | -9.6% |
| 3M | -19.6% | -5.9% | -13.7% | -14.9% |
| 6M | +2.4% | -3.3% | +5.7% | +5.6% |
| YTD | +29.8% | +3.4% | +26.4% | +25.6% |
| 1Y | +38.7% | +1.9% | +36.8% | +35.8% |
| 3Y | +101.3% | +76.9% | +24.4% | +14.0% |
| 5Y | +94.8% | +63.9% | +31.0% | +13.8% |
| 10Y | +324.2% | +396.2% | -72.0% | -27.2% |
| All | +497.7% | +1,182.3% | -684.6% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling