+786.8%
CSCO vs EFA
+375.0%
+411.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.9% | +1.8% |
| 7D | +6.6% | +1.3% | +5.3% | +5.5% |
| 30D | -11.3% | +0.5% | -11.9% | -11.6% |
| 3M | -17.3% | -4.1% | -13.2% | -14.1% |
| 6M | +3.5% | +2.4% | +1.1% | +1.4% |
| YTD | +34.9% | +10.0% | +24.9% | +23.3% |
| 1Y | +40.5% | +11.4% | +29.1% | +27.0% |
| 3Y | +109.3% | +65.4% | +43.9% | +32.2% |
| 5Y | +105.9% | +49.6% | +56.3% | +40.1% |
| 10Y | +335.8% | +144.8% | +191.1% | +91.4% |
| All | +786.8% | +375.0% | +411.9% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling