+114.8%
CSCO vs EFV
+95.4%
+19.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.8% |
| 7D | 0.0% | -0.5% | +0.5% | +0.3% |
| 30D | -10.7% | 0.0% | -10.7% | -10.8% |
| 3M | -8.7% | +8.4% | -17.2% | -13.3% |
| 6M | +44.9% | +12.3% | +32.6% | +34.3% |
| YTD | +44.1% | +17.4% | +26.7% | +29.7% |
| 1Y | +65.9% | +27.1% | +38.7% | +41.7% |
| 3Y | +109.0% | +90.7% | +18.3% | +36.9% |
| 5Y | +114.8% | +95.6% | +19.1% | +34.6% |
| All | +114.8% | +95.4% | +19.4% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling