+110.7%
CSCO vs EFA
+66.1%
+44.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.9% | +1.7% |
| 7D | +6.6% | +1.3% | +5.3% | +5.7% |
| 30D | -11.3% | +0.5% | -11.9% | -11.5% |
| 3M | -17.3% | -4.1% | -13.2% | -15.0% |
| 6M | +3.5% | +2.4% | +1.1% | +2.1% |
| YTD | +34.9% | +10.0% | +24.9% | +26.6% |
| 1Y | +40.5% | +11.4% | +29.1% | +30.7% |
| All | +110.7% | +66.1% | +44.6% | +48.8% |
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