+330.5%
CSCO vs FDS
+132.8%
+197.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | -0.1% | +1.9% |
| 7D | -2.8% | -2.1% | -0.6% | -2.2% |
| 30D | -12.6% | +16.0% | -28.6% | -16.7% |
| 3M | -16.0% | +18.8% | -34.8% | -21.1% |
| 6M | +2.8% | +54.1% | -51.3% | -13.2% |
| YTD | +33.2% | +17.0% | +16.2% | +22.9% |
| 1Y | +43.1% | +25.5% | +17.6% | +27.5% |
| 3Y | +106.7% | -23.3% | +130.0% | +124.0% |
| 5Y | +103.6% | -22.6% | +126.2% | +115.6% |
| 10Y | +330.5% | +130.2% | +200.3% | +167.3% |
| All | +330.5% | +132.8% | +197.7% | +167.3% |
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