+1,773.6%
CSCO vs FE
+561.4%
+1,212.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -0.7% | +1.9% | -2.6% | -1.3% |
| 30D | -10.1% | -1.2% | -9.0% | -9.8% |
| 3M | -15.7% | +3.5% | -19.2% | -16.9% |
| 6M | +36.3% | -6.1% | +42.3% | +38.3% |
| YTD | +43.8% | +7.6% | +36.2% | +39.5% |
| 1Y | +63.9% | +11.9% | +52.0% | +56.8% |
| 3Y | +104.4% | +48.4% | +55.9% | +76.1% |
| 5Y | +111.4% | +44.8% | +66.6% | +82.3% |
| 10Y | +361.7% | +115.9% | +245.8% | +236.3% |
| All | +1,773.6% | +561.4% | +1,212.2% | +858.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling