+379.9%
CSCO vs EFV
+169.9%
+210.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +3.5% |
| 7D | +2.7% | -0.8% | +3.5% | +3.3% |
| 30D | -9.5% | +0.6% | -10.1% | -9.9% |
| 3M | -7.6% | +7.5% | -15.1% | -12.7% |
| 6M | +44.9% | +13.0% | +31.9% | +31.2% |
| YTD | +47.7% | +18.3% | +29.4% | +28.9% |
| 1Y | +69.1% | +26.7% | +42.3% | +39.7% |
| 3Y | +113.5% | +89.6% | +24.0% | +26.8% |
| 5Y | +122.8% | +98.2% | +24.5% | +26.0% |
| All | +379.9% | +169.9% | +210.0% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling