+335.7%
CSCO vs ETR
+379.5%
-43.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | +6.6% | +1.5% | +5.1% | +6.1% |
| 30D | -11.3% | +6.6% | -18.0% | -13.3% |
| 3M | -17.3% | +4.4% | -21.8% | -18.6% |
| 6M | +3.5% | -0.3% | +3.8% | +3.3% |
| YTD | +34.9% | +23.3% | +11.6% | +24.4% |
| 1Y | +40.5% | +18.9% | +21.6% | +31.2% |
| 3Y | +109.3% | +155.5% | -46.2% | +44.7% |
| 5Y | +105.9% | +159.9% | -54.0% | +39.8% |
| All | +335.7% | +379.5% | -43.8% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling