+1,453.3%
CSCO vs FLUT
+1,658.1%
-204.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.3% |
| 3M | -22.1% | -12.2% | -9.9% | -21.9% |
| 6M | +3.2% | -17.6% | +20.8% | +3.5% |
| YTD | +24.1% | -62.0% | +86.1% | +27.4% |
| 1Y | +34.6% | -62.3% | +96.8% | +38.1% |
| 3Y | +90.0% | -52.0% | +141.9% | +93.2% |
| 5Y | +88.6% | -51.8% | +140.3% | +90.3% |
| 10Y | +316.5% | -26.3% | +342.8% | +318.3% |
| All | +1,453.3% | +1,658.1% | -204.8% | +1,540.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling