+319.3%
CSCO vs EWT
+435.9%
-116.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | -4.7% | -3.7% | -1.0% | -2.9% |
| 30D | -17.1% | -17.2% | +0.1% | -8.4% |
| 3M | -19.6% | -7.3% | -12.3% | -16.6% |
| 6M | +2.4% | -1.5% | +3.9% | +1.6% |
| YTD | +29.8% | +49.0% | -19.3% | +0.8% |
| 1Y | +38.7% | +50.6% | -11.9% | +6.9% |
| 3Y | +101.3% | +148.9% | -47.5% | +10.8% |
| 5Y | +94.8% | +116.1% | -21.2% | +16.4% |
| All | +319.3% | +435.9% | -116.5% | +40.2% |
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