+34.0%
CSCO vs FE
+5.1%
+28.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -2.4% |
| 7D | -10.2% | -1.0% | -9.2% | -10.5% |
| 30D | -20.1% | +4.1% | -24.2% | -18.9% |
| 3M | -22.4% | -1.0% | -21.3% | -22.7% |
| 6M | +2.8% | +4.0% | -1.2% | +4.5% |
| YTD | +23.6% | +6.8% | +16.8% | +27.2% |
| 1Y | +34.0% | +5.3% | +28.7% | +37.5% |
| All | +34.0% | +5.1% | +28.9% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling