+325.4%
CSCO vs FND
+57.3%
+268.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | 0.0% | -0.8% | +0.7% | +0.1% |
| 30D | -10.7% | -19.6% | +8.9% | -7.6% |
| 3M | -8.7% | -4.3% | -4.4% | -8.7% |
| 6M | +44.9% | -20.4% | +65.4% | +48.7% |
| YTD | +44.1% | -21.9% | +66.0% | +47.6% |
| 1Y | +65.9% | -45.2% | +111.1% | +80.1% |
| 3Y | +109.0% | -49.2% | +158.2% | +122.7% |
| 5Y | +114.8% | -61.8% | +176.6% | +131.7% |
| All | +325.4% | +57.3% | +268.1% | +256.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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