+32.6%
CSCO vs FE
+5.9%
+26.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -2.1% |
| 7D | -10.2% | 0.0% | -10.2% | -10.2% |
| 30D | -20.1% | +5.2% | -25.2% | -18.6% |
| 3M | -22.1% | 0.0% | -22.0% | -22.2% |
| 6M | +3.2% | +5.0% | -1.8% | +5.3% |
| YTD | +24.1% | +7.9% | +16.2% | +28.3% |
| All | +32.6% | +5.9% | +26.7% | +35.9% |
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