+102.7%
CSCO vs FE
+49.0%
+53.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -4.7% | -0.5% | -4.2% | -4.7% |
| 30D | -17.1% | +4.3% | -21.4% | -17.1% |
| 3M | -19.6% | +0.4% | -20.0% | -19.6% |
| 6M | +2.4% | +6.9% | -4.5% | +2.0% |
| YTD | +29.8% | +8.0% | +21.8% | +28.4% |
| 1Y | +38.7% | +4.8% | +33.8% | +37.7% |
| All | +102.7% | +49.0% | +53.7% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling