+113.4%
CSCO vs ET
+241.7%
-128.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -1.1% | +1.4% | -2.4% | -1.5% |
| 30D | -10.8% | +4.6% | -15.4% | -12.1% |
| 3M | -9.2% | +16.0% | -25.3% | -13.6% |
| 6M | +39.5% | +22.8% | +16.7% | +30.5% |
| YTD | +41.5% | +38.9% | +2.7% | +27.0% |
| 1Y | +61.0% | +34.1% | +26.9% | +46.0% |
| 3Y | +105.2% | +98.8% | +6.4% | +64.2% |
| 5Y | +113.4% | +246.8% | -133.4% | +51.5% |
| All | +113.4% | +241.7% | -128.2% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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