+301.0%
CSCO vs FDS
+136.0%
+165.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -0.9% |
| 7D | -10.2% | -0.5% | -9.7% | -10.2% |
| 30D | -20.1% | +20.2% | -40.3% | -24.6% |
| 3M | -22.1% | +19.9% | -41.9% | -27.1% |
| 6M | +3.2% | +56.2% | -53.0% | -13.6% |
| YTD | +24.1% | +14.6% | +9.5% | +15.2% |
| 1Y | +34.6% | +31.6% | +3.0% | +16.9% |
| 3Y | +90.0% | -23.8% | +113.8% | +105.6% |
| 5Y | +88.6% | -22.6% | +111.1% | +98.6% |
| All | +301.0% | +136.0% | +165.0% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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