+527.1%
CSCO vs VYM
+490.3%
+36.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -0.5% | +0.1% | -0.6% | -0.7% |
| 30D | -10.1% | -1.3% | -8.8% | -8.9% |
| 3M | -11.7% | +4.1% | -15.8% | -15.3% |
| 6M | +40.1% | +9.8% | +30.3% | +27.3% |
| YTD | +43.8% | +15.3% | +28.5% | +24.3% |
| 1Y | +66.6% | +20.0% | +46.6% | +37.9% |
| 3Y | +108.5% | +66.2% | +42.3% | +22.2% |
| 5Y | +114.0% | +77.5% | +36.4% | +17.1% |
| 10Y | +366.8% | +201.7% | +165.1% | +46.4% |
| All | +527.1% | +490.3% | +36.9% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling