+27.4%
CSCO vs FPS
-13.7%
+41.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -17.3% | +17.9% | +3.4% |
| 7D | -6.1% | -23.3% | +17.3% | -2.3% |
| 30D | -8.2% | -42.4% | +34.3% | -0.2% |
| 3M | -14.6% | -43.0% | +28.5% | -7.5% |
| 6M | +12.7% | -44.5% | +57.2% | +22.6% |
| All | +27.4% | -13.7% | +41.1% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling