+108.1%
CSCO vs FDS
-27.1%
+135.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.1% | +0.6% |
| 7D | -0.7% | -1.9% | +1.2% | -0.6% |
| 30D | -10.1% | +9.0% | -19.1% | -10.3% |
| 3M | -15.7% | +18.9% | -34.5% | -15.7% |
| 6M | +36.3% | +35.1% | +1.1% | +34.6% |
| YTD | +43.8% | +5.5% | +38.3% | +48.4% |
| 1Y | +63.9% | -16.8% | +80.7% | +79.3% |
| All | +108.1% | -27.1% | +135.2% | +133.9% |
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