+114.8%
CSCO vs EFA
+53.1%
+61.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +1.0% |
| 7D | 0.0% | -0.5% | +0.4% | +0.3% |
| 30D | -10.7% | -1.3% | -9.4% | -10.0% |
| 3M | -8.7% | +5.2% | -13.9% | -11.8% |
| 6M | +44.9% | +9.4% | +35.6% | +36.1% |
| YTD | +44.1% | +12.7% | +31.4% | +32.6% |
| 1Y | +65.9% | +19.3% | +46.6% | +46.8% |
| 3Y | +109.0% | +66.3% | +42.7% | +46.9% |
| 5Y | +114.8% | +53.4% | +61.4% | +56.5% |
| All | +114.8% | +53.1% | +61.6% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling