+40.5%
CSCO vs ETR
+18.4%
+22.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | +6.6% | +1.5% | +5.1% | +6.4% |
| 30D | -11.3% | +6.6% | -18.0% | -11.9% |
| 3M | -17.3% | +4.4% | -21.8% | -17.8% |
| 6M | +3.5% | -0.3% | +3.8% | +3.0% |
| YTD | +34.9% | +23.3% | +11.6% | +30.4% |
| 1Y | +40.5% | +18.9% | +21.6% | +36.1% |
| All | +40.5% | +18.4% | +22.1% | +36.1% |
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