+304.8%
CSCO vs FE
+105.3%
+199.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.5% |
| 7D | -10.2% | -1.0% | -9.2% | -9.9% |
| 30D | -20.1% | +4.1% | -24.2% | -21.1% |
| 3M | -22.4% | -1.0% | -21.3% | -22.2% |
| 6M | +2.8% | +4.0% | -1.2% | +1.1% |
| YTD | +23.6% | +6.8% | +16.8% | +20.1% |
| 1Y | +34.0% | +5.3% | +28.7% | +30.8% |
| 3Y | +89.3% | +44.6% | +44.7% | +64.3% |
| 5Y | +87.9% | +44.2% | +43.6% | +61.9% |
| All | +304.8% | +105.3% | +199.5% | +222.1% |
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