+63.9%
CSCO vs FTI
+108.8%
-44.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.7% | +5.3% | -5.9% | -1.6% |
| 30D | -10.1% | +15.3% | -25.5% | -12.7% |
| 3M | -15.7% | +15.8% | -31.5% | -18.2% |
| 6M | +36.3% | +22.6% | +13.7% | +29.9% |
| YTD | +43.8% | +79.5% | -35.7% | +31.1% |
| 1Y | +63.9% | +102.0% | -38.1% | +48.2% |
| All | +63.9% | +108.8% | -44.8% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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