+321.5%
CSCO vs FLEX
+659.4%
-337.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +12.0% | -6.9% | +2.0% |
| 7D | -2.9% | -7.2% | +4.2% | -1.5% |
| 30D | -16.7% | -34.8% | +18.1% | -8.1% |
| 3M | -18.4% | -35.6% | +17.1% | -10.1% |
| 6M | +2.9% | -45.0% | +48.0% | +16.8% |
| YTD | +30.4% | +29.4% | +1.1% | +13.7% |
| 1Y | +41.4% | +24.8% | +16.6% | +24.0% |
| 3Y | +104.7% | +304.4% | -199.8% | +23.1% |
| 5Y | +96.9% | +484.1% | -387.1% | +3.8% |
| 10Y | +321.5% | +640.4% | -318.9% | +87.6% |
| All | +321.5% | +659.4% | -337.9% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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