+97.5%
CSCO vs FLUT
-45.9%
+143.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.0% | -5.2% | -6.2% |
| 7D | +1.9% | -0.7% | +2.6% | +1.9% |
| 30D | -15.8% | +9.3% | -25.1% | -16.3% |
| 3M | -15.4% | -17.5% | +2.1% | -14.5% |
| 6M | -5.4% | -14.6% | +9.2% | -5.1% |
| YTD | +26.5% | -62.3% | +88.7% | +38.9% |
| 1Y | +25.9% | -59.6% | +85.5% | +36.9% |
| 3Y | +97.5% | -45.3% | +142.8% | +98.6% |
| All | +97.5% | -45.9% | +143.5% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling