+361.1%
CSCO vs FN
+900.0%
-538.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.1% |
| 7D | -0.7% | -1.7% | +1.0% | -0.3% |
| 30D | -10.1% | -22.0% | +11.9% | -6.1% |
| 3M | -15.7% | -43.0% | +27.3% | -6.9% |
| 6M | +36.3% | -27.7% | +64.0% | +41.5% |
| YTD | +43.8% | -10.5% | +54.3% | +41.6% |
| 1Y | +63.9% | +12.5% | +51.4% | +52.2% |
| 3Y | +104.4% | +153.8% | -49.5% | +47.0% |
| 5Y | +111.4% | +288.0% | -176.6% | +30.6% |
| All | +361.1% | +900.0% | -538.9% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling