+1,532.7%
CSCO vs FLUT
+1,664.3%
-131.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.8% | +5.1% |
| 7D | -2.9% | -6.5% | +3.6% | -2.7% |
| 30D | -16.7% | +2.8% | -19.4% | -16.8% |
| 3M | -18.4% | -13.5% | -5.0% | -18.2% |
| 6M | +2.9% | -19.0% | +21.9% | +3.3% |
| YTD | +30.4% | -61.9% | +92.3% | +33.9% |
| 1Y | +41.4% | -63.2% | +104.6% | +45.2% |
| 3Y | +104.7% | -46.0% | +150.7% | +107.6% |
| 5Y | +96.9% | -51.8% | +148.7% | +98.7% |
| 10Y | +321.5% | -26.1% | +347.5% | +323.3% |
| All | +1,532.7% | +1,664.3% | -131.6% | +1,624.2% |
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