+362.3%
CSCO vs FE
+114.5%
+247.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -0.7% | +1.9% | -2.6% | -1.2% |
| 30D | -10.1% | -1.2% | -9.0% | -9.9% |
| 3M | -15.7% | +3.5% | -19.2% | -16.8% |
| 6M | +36.3% | -6.1% | +42.3% | +38.2% |
| YTD | +43.8% | +7.6% | +36.2% | +39.6% |
| 1Y | +63.9% | +11.9% | +52.0% | +56.9% |
| 3Y | +104.4% | +48.4% | +55.9% | +75.8% |
| 5Y | +111.4% | +44.8% | +66.6% | +82.1% |
| All | +362.3% | +114.5% | +247.7% | +266.5% |
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