+113.4%
CSCO vs VYM
+75.8%
+37.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.3% |
| 7D | -1.1% | -1.9% | +0.8% | +0.9% |
| 30D | -10.8% | -2.6% | -8.2% | -8.3% |
| 3M | -9.2% | +3.6% | -12.8% | -12.5% |
| 6M | +39.5% | +8.7% | +30.9% | +28.4% |
| YTD | +41.5% | +14.1% | +27.4% | +24.3% |
| 1Y | +61.0% | +17.8% | +43.1% | +36.7% |
| 3Y | +105.2% | +64.5% | +40.7% | +23.9% |
| 5Y | +113.4% | +77.5% | +35.9% | +19.7% |
| All | +113.4% | +75.8% | +37.7% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling