+308.5%
CSCO vs EFA
+147.0%
+161.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.4% | -6.4% |
| 7D | +1.9% | +2.2% | -0.3% | +0.1% |
| 30D | -15.8% | +1.4% | -17.2% | -16.7% |
| 3M | -15.4% | -4.2% | -11.2% | -12.2% |
| 6M | -5.4% | +1.9% | -7.3% | -6.9% |
| YTD | +26.5% | +10.2% | +16.3% | +15.9% |
| 1Y | +25.9% | +12.8% | +13.1% | +13.1% |
| 3Y | +97.5% | +65.2% | +32.3% | +25.9% |
| 5Y | +93.0% | +49.8% | +43.2% | +33.5% |
| All | +308.5% | +147.0% | +161.5% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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