+97.5%
CSCO vs FDS
-23.3%
+120.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.5% | -6.2% |
| 7D | +1.9% | +1.5% | +0.4% | +1.9% |
| 30D | -15.8% | +14.8% | -30.7% | -15.8% |
| 3M | -15.4% | +16.3% | -31.7% | -15.3% |
| 6M | -5.4% | +66.2% | -71.6% | -7.3% |
| YTD | +26.5% | +16.2% | +10.2% | +30.9% |
| 1Y | +25.9% | +21.8% | +4.0% | +28.6% |
| 3Y | +97.5% | -23.9% | +121.4% | +127.7% |
| All | +97.5% | -23.3% | +120.8% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling