+65.9%
CSCO vs ETR
+26.7%
+39.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -10.7% | +2.0% | -12.8% | -10.8% |
| 3M | -8.7% | -1.7% | -7.1% | -8.7% |
| 6M | +44.9% | +3.6% | +41.3% | +44.7% |
| YTD | +44.1% | +18.0% | +26.1% | +41.0% |
| 1Y | +65.9% | +26.2% | +39.6% | +64.3% |
| All | +65.9% | +26.7% | +39.2% | +64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling