+321.5%
CSCO vs FDS
+135.1%
+186.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.2% |
| 7D | -2.9% | -5.0% | +2.0% | -1.6% |
| 30D | -16.7% | +13.8% | -30.4% | -20.1% |
| 3M | -18.4% | +14.8% | -33.3% | -22.6% |
| 6M | +2.9% | +47.4% | -44.4% | -11.9% |
| YTD | +30.4% | +14.2% | +16.3% | +21.2% |
| 1Y | +41.4% | +26.6% | +14.7% | +24.9% |
| 3Y | +104.7% | -24.4% | +129.1% | +122.2% |
| 5Y | +96.9% | -22.6% | +119.6% | +107.4% |
| 10Y | +321.5% | +130.0% | +191.5% | +165.3% |
| All | +321.5% | +135.1% | +186.4% | +165.3% |
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