+324.2%
CSCO vs FLEX
+569.1%
-244.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.2% |
| 7D | -4.7% | -13.6% | +9.0% | -1.5% |
| 30D | -17.1% | -36.5% | +19.4% | -8.0% |
| 3M | -19.6% | -36.4% | +16.8% | -11.1% |
| 6M | +2.4% | -46.5% | +48.9% | +17.0% |
| YTD | +29.8% | +25.9% | +3.8% | +13.9% |
| 1Y | +38.7% | +19.6% | +19.1% | +23.0% |
| 3Y | +101.3% | +287.0% | -185.7% | +22.6% |
| 5Y | +94.8% | +466.6% | -371.8% | +3.5% |
| 10Y | +324.2% | +626.9% | -302.7% | +90.9% |
| All | +324.2% | +569.1% | -244.9% | +90.9% |
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