+782.5%
CSCO vs EFV
+258.8%
+523.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -0.7% | +1.5% | -2.2% | -1.8% |
| 30D | -10.1% | +1.7% | -11.9% | -11.3% |
| 3M | -15.7% | +8.6% | -24.3% | -20.9% |
| 6M | +36.3% | +11.7% | +24.6% | +24.6% |
| YTD | +43.8% | +19.3% | +24.6% | +25.0% |
| 1Y | +63.9% | +30.2% | +33.7% | +33.0% |
| 3Y | +104.4% | +91.6% | +12.8% | +22.1% |
| 5Y | +111.4% | +96.4% | +15.0% | +22.5% |
| 10Y | +361.7% | +166.5% | +195.2% | +110.3% |
| All | +782.5% | +258.8% | +523.6% | +234.1% |
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