+321.5%
CSCO vs FLUT
-26.1%
+347.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.8% | +5.1% |
| 7D | -2.9% | -6.5% | +3.6% | -2.6% |
| 30D | -16.7% | +2.8% | -19.4% | -16.8% |
| 3M | -18.4% | -13.5% | -5.0% | -18.0% |
| 6M | +2.9% | -19.0% | +21.9% | +3.6% |
| YTD | +30.4% | -61.9% | +92.3% | +37.4% |
| 1Y | +41.4% | -63.2% | +104.6% | +49.1% |
| 3Y | +104.7% | -46.0% | +150.7% | +110.2% |
| 5Y | +96.9% | -51.8% | +148.7% | +98.8% |
| 10Y | +321.5% | -26.1% | +347.5% | +340.4% |
| All | +321.5% | -26.1% | +347.5% | +340.4% |
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