+379.9%
CSCO vs FFIV
+249.4%
+130.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.3% | +1.0% | +2.8% |
| 7D | +2.7% | +5.4% | -2.8% | +0.1% |
| 30D | -9.5% | -2.7% | -6.8% | -8.4% |
| 3M | -7.6% | +4.5% | -12.2% | -9.8% |
| 6M | +44.9% | +42.2% | +2.7% | +22.2% |
| YTD | +47.7% | +61.3% | -13.6% | +17.2% |
| 1Y | +69.1% | +23.0% | +46.0% | +50.8% |
| 3Y | +113.5% | +156.3% | -42.7% | +30.1% |
| 5Y | +122.8% | +102.9% | +19.9% | +48.5% |
| All | +379.9% | +249.4% | +130.6% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling