+39.4%
CSCO vs FE
+6.4%
+33.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +5.3% |
| 7D | -2.9% | -1.1% | -1.8% | -3.3% |
| 30D | -16.7% | +4.6% | -21.3% | -15.3% |
| 3M | -18.4% | -0.8% | -17.6% | -18.8% |
| 6M | +2.9% | +7.3% | -4.3% | +5.8% |
| YTD | +30.4% | +8.3% | +22.1% | +35.0% |
| All | +39.4% | +6.4% | +33.0% | +43.0% |
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