+108.4%
CSCO vs EFA
+64.9%
+43.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.9% |
| 7D | 0.0% | -0.5% | +0.4% | +0.2% |
| 30D | -10.7% | -1.3% | -9.4% | -10.0% |
| 3M | -8.7% | +5.2% | -13.9% | -11.6% |
| 6M | +44.9% | +9.4% | +35.6% | +36.5% |
| YTD | +44.1% | +12.7% | +31.4% | +33.1% |
| 1Y | +65.9% | +19.3% | +46.6% | +47.4% |
| All | +108.4% | +64.9% | +43.4% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling