+91.6%
CSCO vs FN
+148.3%
-56.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -14.2% | +6.6% | -5.1% |
| 7D | -11.9% | -16.0% | +4.1% | -9.3% |
| 30D | -18.8% | -40.1% | +21.3% | -11.7% |
| 3M | -21.2% | -43.9% | +22.7% | -14.0% |
| 6M | +1.9% | -55.6% | +57.5% | +14.8% |
| YTD | +26.1% | -35.7% | +61.7% | +31.7% |
| 1Y | +34.7% | -39.8% | +74.5% | +41.6% |
| 3Y | +94.0% | +80.3% | +13.8% | +57.1% |
| 5Y | +91.6% | +143.3% | -51.7% | +34.4% |
| All | +91.6% | +148.3% | -56.7% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling