+377.3%
CSCO vs EWT
+510.6%
-133.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | 0.0% | +2.1% | -2.2% | -1.2% |
| 30D | -10.7% | +9.4% | -20.1% | -15.1% |
| 3M | -8.7% | +10.9% | -19.6% | -14.5% |
| 6M | +44.9% | +57.9% | -13.0% | +10.3% |
| YTD | +44.1% | +75.9% | -31.8% | +2.9% |
| 1Y | +65.9% | +89.7% | -23.8% | +12.9% |
| 3Y | +109.0% | +200.9% | -91.9% | +4.3% |
| 5Y | +114.8% | +154.5% | -39.7% | +18.2% |
| 10Y | +377.3% | +520.8% | -143.4% | +45.7% |
| All | +377.3% | +510.6% | -133.3% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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