+94.8%
CSCO vs ETR
+159.3%
-64.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.7% | +2.6% | -7.2% | -5.3% |
| 30D | -17.1% | +8.7% | -25.8% | -18.9% |
| 3M | -19.6% | +6.4% | -26.0% | -21.0% |
| 6M | +2.4% | +0.7% | +1.7% | +1.9% |
| YTD | +29.8% | +23.0% | +6.7% | +21.4% |
| 1Y | +38.7% | +17.9% | +20.8% | +31.3% |
| 3Y | +101.3% | +154.9% | -53.6% | +45.8% |
| 5Y | +94.8% | +157.3% | -62.4% | +37.9% |
| All | +94.8% | +159.3% | -64.4% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling