+335.7%
CSCO vs FTV
+109.0%
+226.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +6.6% | +3.7% | +2.9% | +4.9% |
| 30D | -11.3% | +16.8% | -28.2% | -17.4% |
| 3M | -17.3% | +10.4% | -27.7% | -21.1% |
| 6M | +3.5% | +12.8% | -9.3% | -2.7% |
| YTD | +34.9% | +23.3% | +11.6% | +20.8% |
| 1Y | +40.5% | +31.0% | +9.5% | +22.1% |
| 3Y | +109.3% | +38.6% | +70.7% | +72.1% |
| 5Y | +105.9% | +17.6% | +88.3% | +80.1% |
| All | +335.7% | +109.0% | +226.7% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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