+319.3%
CSCO vs FTI
+176.5%
+142.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -4.7% | -3.3% | -1.4% | -4.1% |
| 30D | -17.1% | -7.2% | -9.9% | -16.1% |
| 3M | -19.6% | -12.9% | -6.7% | -17.8% |
| 6M | +2.4% | -7.9% | +10.3% | +3.5% |
| YTD | +29.8% | +45.2% | -15.4% | +21.1% |
| 1Y | +38.7% | +48.1% | -9.4% | +28.8% |
| 3Y | +101.3% | +205.0% | -103.7% | +62.6% |
| 5Y | +94.8% | +838.8% | -744.0% | +24.2% |
| All | +319.3% | +176.5% | +142.9% | +193.6% |
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