+377.3%
CSCO vs FTI
+297.7%
+79.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | 0.0% | -2.3% | +2.3% | +0.4% |
| 30D | -10.7% | +5.0% | -15.8% | -11.5% |
| 3M | -8.7% | +13.8% | -22.6% | -11.0% |
| 6M | +44.9% | +22.9% | +22.0% | +39.3% |
| YTD | +44.1% | +75.0% | -30.9% | +30.3% |
| 1Y | +65.9% | +96.9% | -31.0% | +46.7% |
| 3Y | +109.0% | +276.7% | -167.7% | +62.7% |
| 5Y | +114.8% | +1,157.0% | -1,042.3% | +29.8% |
| 10Y | +377.3% | +310.7% | +66.7% | +210.7% |
| All | +377.3% | +297.7% | +79.7% | +210.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling