+324.2%
CSCO vs FE
+110.9%
+213.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | -4.7% | -0.5% | -4.2% | -4.5% |
| 30D | -17.1% | +4.3% | -21.4% | -18.2% |
| 3M | -19.6% | +0.4% | -20.0% | -19.8% |
| 6M | +2.4% | +6.9% | -4.5% | -0.1% |
| YTD | +29.8% | +8.0% | +21.8% | +25.7% |
| 1Y | +38.7% | +4.8% | +33.8% | +35.5% |
| 3Y | +101.3% | +49.0% | +52.4% | +73.0% |
| 5Y | +94.8% | +46.2% | +48.6% | +67.2% |
| 10Y | +324.2% | +120.9% | +203.3% | +234.7% |
| All | +324.2% | +110.9% | +213.3% | +234.7% |
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