+1,542.3%
CSCO vs FE
+566.1%
+976.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.2% | -7.4% | -7.6% |
| 7D | -11.9% | +0.6% | -12.4% | -12.0% |
| 30D | -18.8% | +6.4% | -25.3% | -20.5% |
| 3M | -21.2% | -0.5% | -20.8% | -21.2% |
| 6M | +1.9% | +4.7% | -2.9% | -0.1% |
| YTD | +26.1% | +8.4% | +17.7% | +21.9% |
| 1Y | +34.7% | +7.2% | +27.5% | +30.6% |
| 3Y | +94.0% | +44.9% | +49.2% | +68.6% |
| 5Y | +91.6% | +46.3% | +45.3% | +64.7% |
| 10Y | +323.2% | +110.3% | +212.9% | +211.0% |
| All | +1,542.3% | +566.1% | +976.2% | +737.5% |
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