+63.9%
CSCO vs FN
+17.1%
+46.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | 0.0% |
| 7D | -0.7% | -1.7% | +1.0% | -0.4% |
| 30D | -10.1% | -22.0% | +11.9% | -6.8% |
| 3M | -15.7% | -43.0% | +27.3% | -8.5% |
| 6M | +36.3% | -27.7% | +64.0% | +42.3% |
| YTD | +43.8% | -10.5% | +54.3% | +45.7% |
| 1Y | +63.9% | +12.5% | +51.4% | +61.0% |
| All | +63.9% | +17.1% | +46.9% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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