+61.0%
CSCO vs EFA
+17.9%
+43.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.4% |
| 7D | -1.1% | -2.4% | +1.3% | +0.2% |
| 30D | -10.8% | -2.2% | -8.5% | -9.7% |
| 3M | -9.2% | +5.7% | -14.9% | -11.8% |
| 6M | +39.5% | +8.2% | +31.4% | +33.9% |
| YTD | +41.5% | +11.8% | +29.7% | +33.7% |
| 1Y | +61.0% | +18.3% | +42.7% | +47.1% |
| All | +61.0% | +17.9% | +43.0% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling