+859.3%
CSCO vs FTI
+1,741.8%
-882.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.4% |
| 7D | +6.6% | +5.4% | +1.2% | +5.2% |
| 30D | -11.3% | -8.2% | -3.1% | -9.6% |
| 3M | -17.3% | -13.7% | -3.6% | -14.6% |
| 6M | +3.5% | -11.2% | +14.7% | +5.9% |
| YTD | +34.9% | +46.0% | -11.1% | +22.2% |
| 1Y | +40.5% | +51.8% | -11.3% | +26.0% |
| 3Y | +109.3% | +206.7% | -97.5% | +54.3% |
| 5Y | +105.9% | +862.0% | -756.1% | +7.8% |
| 10Y | +335.8% | +182.3% | +153.6% | +171.0% |
| All | +859.3% | +1,741.8% | -882.6% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling