+368.0%
CSCO vs FTV
+126.9%
+241.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -4.7% | +1.4% | -6.1% | -5.1% |
| 30D | -17.1% | +18.3% | -35.4% | -23.1% |
| 3M | -19.6% | +9.8% | -29.4% | -23.1% |
| 6M | +2.4% | +12.3% | -9.9% | -3.4% |
| YTD | +29.8% | +23.1% | +6.7% | +16.5% |
| 1Y | +38.7% | +32.5% | +6.1% | +20.1% |
| 3Y | +101.3% | +38.3% | +63.0% | +66.4% |
| 5Y | +94.8% | +16.8% | +78.0% | +71.4% |
| 10Y | +324.2% | +106.6% | +217.7% | +189.9% |
| All | +368.0% | +126.9% | +241.1% | +216.4% |
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