+122.3%
CSCO vs FLNC
-69.8%
+192.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.3% | +8.6% | +0.7% |
| 7D | 0.0% | -4.2% | +4.1% | +0.2% |
| 30D | -10.7% | -20.0% | +9.3% | -9.7% |
| 3M | -8.7% | -56.9% | +48.1% | -4.9% |
| 6M | +44.9% | -35.5% | +80.4% | +46.3% |
| YTD | +44.1% | -48.8% | +93.0% | +46.1% |
| 1Y | +65.9% | +49.3% | +16.6% | +56.0% |
| 3Y | +109.0% | -61.8% | +170.8% | +101.5% |
| All | +122.3% | -69.8% | +192.1% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling