+330.5%
CSCO vs FE
+120.9%
+209.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.6% |
| 7D | -2.8% | -0.4% | -2.4% | -2.6% |
| 30D | -12.6% | +3.6% | -16.2% | -13.6% |
| 3M | -16.0% | +0.3% | -16.3% | -16.2% |
| 6M | +2.8% | +6.4% | -3.6% | +0.5% |
| YTD | +33.2% | +8.1% | +25.1% | +29.0% |
| 1Y | +43.1% | +4.6% | +38.5% | +39.9% |
| 3Y | +106.7% | +49.1% | +57.6% | +77.5% |
| 5Y | +103.6% | +46.1% | +57.5% | +74.7% |
| 10Y | +330.5% | +122.7% | +207.8% | +239.4% |
| All | +330.5% | +120.9% | +209.6% | +239.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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