+301.0%
CSCO vs FLUT
-26.3%
+327.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.9% |
| 7D | -10.2% | -1.1% | -9.1% | -10.2% |
| 30D | -20.1% | +7.7% | -27.8% | -20.4% |
| 3M | -22.1% | -12.2% | -9.9% | -21.7% |
| 6M | +3.2% | -17.6% | +20.8% | +3.8% |
| YTD | +24.1% | -62.0% | +86.1% | +30.8% |
| 1Y | +34.6% | -62.3% | +96.8% | +41.6% |
| 3Y | +90.0% | -52.0% | +141.9% | +96.2% |
| 5Y | +88.6% | -51.8% | +140.3% | +90.4% |
| All | +301.0% | -26.3% | +327.3% | +319.0% |
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