+114.0%
CSCO vs FTV
+4.3%
+109.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.2% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | -10.1% | -8.3% | -1.8% | -7.3% |
| 3M | -11.7% | -7.4% | -4.3% | -9.6% |
| 6M | +40.1% | -1.2% | +41.3% | +39.7% |
| YTD | +43.8% | +2.7% | +41.1% | +40.9% |
| 1Y | +66.6% | +18.4% | +48.2% | +53.6% |
| 3Y | +108.5% | -2.0% | +110.6% | +103.7% |
| 5Y | +114.0% | +3.4% | +110.5% | +93.2% |
| All | +114.0% | +4.3% | +109.7% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling