+370.4%
CSCO vs FTV
+124.8%
+245.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +3.9% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | -16.7% | +17.2% | -33.9% | -22.4% |
| 3M | -18.4% | +8.9% | -27.3% | -21.6% |
| 6M | +2.9% | +11.3% | -8.3% | -2.5% |
| YTD | +30.4% | +21.9% | +8.5% | +17.6% |
| 1Y | +41.4% | +31.6% | +9.8% | +22.9% |
| 3Y | +104.7% | +38.1% | +66.6% | +69.2% |
| 5Y | +96.9% | +15.7% | +81.2% | +74.0% |
| 10Y | +321.5% | +107.5% | +214.0% | +188.4% |
| All | +370.4% | +124.8% | +245.6% | +219.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling