+62.1%
CSCO vs FRMI
-77.3%
+139.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.5% | -11.6% | -0.6% |
| 7D | -0.5% | +23.3% | -23.8% | -1.6% |
| 30D | -10.1% | -7.6% | -2.5% | -9.8% |
| 3M | -11.7% | +0.2% | -11.9% | -12.4% |
| 6M | +40.1% | -28.7% | +68.8% | +40.1% |
| YTD | +43.8% | -28.6% | +72.4% | +44.0% |
| All | +62.1% | -77.3% | +139.4% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 3y: compounded portfolio wealth divided by compounded FRMI 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…
3y analysis · Full analysis span regression · 6 months rolling