+366.8%
CSCO vs FDS
+77.6%
+289.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +1.3% |
| 7D | -0.5% | -5.4% | +4.9% | +1.1% |
| 30D | -10.1% | +1.6% | -11.7% | -10.9% |
| 3M | -11.7% | +17.7% | -29.5% | -17.5% |
| 6M | +40.1% | +29.1% | +11.0% | +24.8% |
| YTD | +43.8% | +1.0% | +42.8% | +39.6% |
| 1Y | +66.6% | -21.6% | +88.2% | +78.5% |
| 3Y | +108.5% | -30.1% | +138.6% | +130.9% |
| 5Y | +114.0% | -20.7% | +134.7% | +117.9% |
| 10Y | +366.8% | +78.3% | +288.5% | +209.6% |
| All | +366.8% | +77.6% | +289.3% | +209.6% |
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