+922.9%
CSCO vs FTI
+2,165.1%
-1,242.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.7% | +5.3% | -5.9% | -1.9% |
| 30D | -10.1% | +15.3% | -25.5% | -13.3% |
| 3M | -15.7% | +15.8% | -31.5% | -18.8% |
| 6M | +36.3% | +22.6% | +13.7% | +29.1% |
| YTD | +43.8% | +79.5% | -35.7% | +24.2% |
| 1Y | +63.9% | +102.0% | -38.1% | +37.2% |
| 3Y | +104.4% | +315.8% | -211.5% | +39.8% |
| 5Y | +111.4% | +1,129.5% | -1,018.2% | +3.7% |
| 10Y | +361.7% | +320.9% | +40.7% | +157.7% |
| All | +922.9% | +2,165.1% | -1,242.2% | +140.9% |
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