+108.5%
CSCO vs EFV
+92.7%
+15.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | -0.5% | +1.0% | -1.5% | -1.1% |
| 30D | -10.1% | +0.2% | -10.3% | -10.2% |
| 3M | -11.7% | +9.6% | -21.4% | -16.4% |
| 6M | +40.1% | +14.0% | +26.1% | +29.2% |
| YTD | +43.8% | +18.5% | +25.3% | +29.4% |
| 1Y | +66.6% | +27.9% | +38.7% | +42.7% |
| 3Y | +108.5% | +92.4% | +16.1% | +40.8% |
| All | +108.5% | +92.7% | +15.8% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling