+105.9%
CSCO vs EFV
+92.8%
+13.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | +6.6% | +0.7% | +5.8% | +6.1% |
| 30D | -11.3% | +2.0% | -13.4% | -12.4% |
| 3M | -17.3% | -1.6% | -15.7% | -16.4% |
| 6M | +3.5% | +5.8% | -2.2% | 0.0% |
| YTD | +34.9% | +15.6% | +19.2% | +22.6% |
| 1Y | +40.5% | +19.0% | +21.5% | +25.3% |
| 3Y | +109.3% | +90.7% | +18.6% | +37.0% |
| 5Y | +105.9% | +92.8% | +13.1% | +31.4% |
| All | +105.9% | +92.8% | +13.0% | +31.4% |
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