+90.0%
CSCO vs VXUS
+63.2%
+26.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -10.2% | -1.8% | -8.4% | -8.9% |
| 30D | -20.1% | -4.6% | -15.5% | -17.2% |
| 3M | -22.1% | -6.1% | -16.0% | -18.4% |
| 6M | +3.2% | -4.9% | +8.1% | +7.1% |
| YTD | +24.1% | +8.1% | +16.0% | +17.6% |
| 1Y | +34.6% | +12.1% | +22.5% | +24.1% |
| 3Y | +90.0% | +63.9% | +26.1% | +28.7% |
| All | +90.0% | +63.2% | +26.8% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling