+727.6%
CSCO vs EFV
+247.9%
+479.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.4% |
| 7D | +6.6% | +0.7% | +5.8% | +6.0% |
| 30D | -11.3% | +2.0% | -13.4% | -12.6% |
| 3M | -17.3% | -1.6% | -15.7% | -16.3% |
| 6M | +3.5% | +5.8% | -2.2% | -0.9% |
| YTD | +34.9% | +15.6% | +19.2% | +20.1% |
| 1Y | +40.5% | +19.0% | +21.5% | +22.3% |
| 3Y | +109.3% | +90.7% | +18.6% | +25.7% |
| 5Y | +105.9% | +92.8% | +13.1% | +21.2% |
| 10Y | +335.8% | +160.5% | +175.3% | +102.2% |
| All | +727.6% | +247.9% | +479.7% | +221.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling