+810.0%
CSCO vs VWO
+326.6%
+483.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -0.5% | +0.9% | -1.4% | -1.1% |
| 30D | -10.1% | +1.3% | -11.4% | -10.8% |
| 3M | -11.7% | +5.1% | -16.8% | -14.4% |
| 6M | +40.1% | +12.5% | +27.6% | +29.9% |
| YTD | +43.8% | +14.0% | +29.8% | +32.3% |
| 1Y | +66.6% | +19.7% | +46.9% | +48.6% |
| 3Y | +108.5% | +66.8% | +41.7% | +50.7% |
| 5Y | +114.0% | +36.2% | +77.8% | +72.7% |
| 10Y | +366.8% | +111.0% | +255.8% | +184.4% |
| All | +810.0% | +326.6% | +483.4% | +242.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling