+366.8%
CSCO vs FLUT
-9.2%
+376.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -0.5% | +3.8% | -4.3% | -0.7% |
| 30D | -10.1% | +6.3% | -16.4% | -10.5% |
| 3M | -11.7% | -4.0% | -7.7% | -11.7% |
| 6M | +40.1% | -10.3% | +50.4% | +40.5% |
| YTD | +43.8% | -53.2% | +97.0% | +50.0% |
| 1Y | +66.6% | -65.0% | +131.7% | +77.0% |
| 3Y | +108.5% | -43.9% | +152.4% | +113.6% |
| 5Y | +114.0% | -49.2% | +163.2% | +113.6% |
| 10Y | +366.8% | -9.2% | +376.0% | +383.6% |
| All | +366.8% | -9.2% | +376.0% | +383.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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