+104.6%
CSCO vs VWO
+61.8%
+42.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -0.9% |
| 7D | -1.1% | -1.7% | +0.6% | -0.1% |
| 30D | -10.8% | -0.3% | -10.5% | -10.6% |
| 3M | -9.2% | +4.0% | -13.2% | -11.3% |
| 6M | +39.5% | +8.1% | +31.4% | +33.2% |
| YTD | +41.5% | +11.6% | +29.9% | +32.8% |
| 1Y | +61.0% | +16.2% | +44.7% | +47.4% |
| All | +104.6% | +61.8% | +42.8% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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