+366.8%
CSCO vs VXUS
+145.9%
+220.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.3% |
| 7D | -0.5% | +1.6% | -2.1% | -1.8% |
| 30D | -10.1% | +1.0% | -11.1% | -10.9% |
| 3M | -11.7% | +5.7% | -17.4% | -15.9% |
| 6M | +40.1% | +13.6% | +26.5% | +24.9% |
| YTD | +43.8% | +17.4% | +26.4% | +24.6% |
| 1Y | +66.6% | +25.1% | +41.5% | +36.6% |
| 3Y | +108.5% | +75.8% | +32.7% | +25.7% |
| 5Y | +114.0% | +55.4% | +58.6% | +43.4% |
| 10Y | +366.8% | +146.4% | +220.4% | +114.5% |
| All | +366.8% | +145.9% | +220.9% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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