+127.8%
CSCO vs FLNC
-70.4%
+198.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.9% | +4.2% |
| 7D | +2.7% | -4.1% | +6.7% | +2.9% |
| 30D | -9.5% | -24.8% | +15.3% | -8.1% |
| 3M | -7.6% | -59.1% | +51.5% | -3.4% |
| 6M | +44.9% | -42.0% | +86.9% | +47.1% |
| YTD | +47.7% | -49.8% | +97.5% | +49.9% |
| 1Y | +69.1% | +43.1% | +26.0% | +59.4% |
| 3Y | +113.5% | -61.0% | +174.5% | +105.6% |
| All | +127.8% | -70.4% | +198.1% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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