+379.9%
CSCO vs VYM
+209.2%
+170.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +3.7% |
| 7D | +2.7% | -0.8% | +3.5% | +3.6% |
| 30D | -9.5% | -2.2% | -7.2% | -7.3% |
| 3M | -7.6% | +3.1% | -10.7% | -10.5% |
| 6M | +44.9% | +9.7% | +35.2% | +31.8% |
| YTD | +47.7% | +14.9% | +32.8% | +28.3% |
| 1Y | +69.1% | +17.6% | +51.5% | +43.2% |
| 3Y | +113.5% | +65.3% | +48.2% | +26.2% |
| 5Y | +122.8% | +78.7% | +44.0% | +21.3% |
| All | +379.9% | +209.2% | +170.8% | +47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling