+308.5%
CSCO vs FN
+700.1%
-391.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -7.3% | +1.1% | -4.7% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | -15.8% | -16.5% | +0.7% | -13.3% |
| 3M | -15.4% | -42.1% | +26.7% | -6.9% |
| 6M | -5.4% | -52.9% | +47.5% | +7.4% |
| YTD | +26.5% | -28.0% | +54.4% | +28.7% |
| 1Y | +25.9% | -18.5% | +44.4% | +24.4% |
| 3Y | +97.5% | +93.9% | +3.7% | +48.9% |
| 5Y | +93.0% | +170.5% | -77.5% | +28.0% |
| All | +308.5% | +700.1% | -391.7% | +99.9% |
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