+377.3%
CSCO vs FTV
+78.2%
+299.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.8% |
| 7D | 0.0% | -1.3% | +1.2% | +0.5% |
| 30D | -10.7% | -9.5% | -1.2% | -6.7% |
| 3M | -8.7% | -10.9% | +2.2% | -4.3% |
| 6M | +44.9% | -0.6% | +45.5% | +44.0% |
| YTD | +44.1% | +1.4% | +42.7% | +41.1% |
| 1Y | +65.9% | +17.6% | +48.2% | +50.8% |
| 3Y | +109.0% | -3.3% | +112.3% | +103.8% |
| 5Y | +114.8% | -0.1% | +114.9% | +102.0% |
| 10Y | +377.3% | +82.5% | +294.9% | +242.8% |
| All | +377.3% | +78.2% | +299.2% | +242.8% |
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