+634.2%
CSCO vs VXUS
+161.9%
+472.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | -4.7% | +0.5% | -5.2% | -4.9% |
| 30D | -17.1% | -2.5% | -14.5% | -15.2% |
| 3M | -19.6% | -4.6% | -15.0% | -16.3% |
| 6M | +2.4% | -2.6% | +5.0% | +4.7% |
| YTD | +29.8% | +10.4% | +19.4% | +19.2% |
| 1Y | +38.7% | +12.9% | +25.8% | +25.0% |
| 3Y | +101.3% | +68.4% | +32.9% | +29.6% |
| 5Y | +94.8% | +47.7% | +47.2% | +38.6% |
| 10Y | +324.2% | +142.2% | +182.0% | +100.8% |
| All | +634.2% | +161.9% | +472.3% | +206.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling