+114.0%
CSCO vs FTI
+1,110.9%
-997.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -10.1% | +12.3% | -22.4% | -11.7% |
| 3M | -11.7% | +13.8% | -25.5% | -13.5% |
| 6M | +40.1% | +24.3% | +15.8% | +35.3% |
| YTD | +43.8% | +75.8% | -32.0% | +32.4% |
| 1Y | +66.6% | +99.6% | -33.0% | +50.5% |
| 3Y | +108.5% | +278.4% | -169.9% | +71.8% |
| 5Y | +114.0% | +1,168.7% | -1,054.7% | +47.1% |
| All | +114.0% | +1,110.9% | -997.0% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling