+330.5%
CSCO vs FN
+850.1%
-519.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.9% | -3.2% | +1.4% |
| 7D | -2.8% | +8.0% | -10.8% | -4.6% |
| 30D | -12.6% | -19.1% | +6.5% | -9.6% |
| 3M | -16.0% | -29.8% | +13.8% | -11.3% |
| 6M | +2.8% | -43.2% | +46.0% | +12.3% |
| YTD | +33.2% | -18.9% | +52.2% | +32.4% |
| 1Y | +43.1% | -17.9% | +61.0% | +40.9% |
| 3Y | +106.7% | +120.1% | -13.4% | +51.7% |
| 5Y | +103.6% | +206.7% | -103.1% | +31.4% |
| 10Y | +330.5% | +804.7% | -474.2% | +105.5% |
| All | +330.5% | +850.1% | -519.6% | +105.5% |
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