+45.9%
CSCO vs VYM
+21.8%
+24.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -1.0% |
| 7D | -6.1% | +1.2% | -7.2% | -7.5% |
| 30D | -8.2% | +5.2% | -13.4% | -14.4% |
| 3M | -14.6% | +0.5% | -15.1% | -15.2% |
| 6M | +12.7% | +7.7% | +5.0% | +2.9% |
| YTD | +37.0% | +17.2% | +19.8% | +20.3% |
| 1Y | +45.9% | +21.7% | +24.3% | +27.2% |
| All | +45.9% | +21.8% | +24.1% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling