+335.7%
CSCO vs FTI
+183.5%
+152.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.4% |
| 7D | +6.6% | +5.4% | +1.2% | +5.6% |
| 30D | -11.3% | -8.2% | -3.1% | -10.1% |
| 3M | -17.3% | -13.7% | -3.6% | -15.3% |
| 6M | +3.5% | -11.2% | +14.7% | +5.3% |
| YTD | +34.9% | +46.0% | -11.1% | +25.7% |
| 1Y | +40.5% | +51.8% | -11.3% | +30.0% |
| 3Y | +109.3% | +206.7% | -97.5% | +68.8% |
| 5Y | +105.9% | +862.0% | -756.1% | +30.7% |
| All | +335.7% | +183.5% | +152.2% | +205.1% |
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