+306.4%
CSCO vs FN
+753.0%
-446.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +11.7% | -13.6% | -4.3% |
| 7D | -10.2% | 0.0% | -10.2% | -10.6% |
| 30D | -20.1% | -34.3% | +14.3% | -13.6% |
| 3M | -22.1% | -39.9% | +17.8% | -15.0% |
| 6M | +3.2% | -51.8% | +55.0% | +16.5% |
| YTD | +24.1% | -28.1% | +52.2% | +26.5% |
| 1Y | +34.6% | -29.1% | +63.6% | +36.7% |
| 3Y | +90.0% | +102.4% | -12.5% | +41.7% |
| 5Y | +88.6% | +171.7% | -83.1% | +25.0% |
| All | +306.4% | +753.0% | -446.6% | +97.7% |
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