+2,389.4%
EBAY vs FLUT
+1,645.8%
+743.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.7% |
| 7D | -0.9% | -0.7% | -0.2% | -0.8% |
| 30D | +3.5% | +9.3% | -5.8% | +3.0% |
| 3M | +16.0% | -17.5% | +33.5% | +17.0% |
| 6M | +7.6% | -14.6% | +22.2% | +8.2% |
| YTD | +40.1% | -62.3% | +102.4% | +46.4% |
| 1Y | +45.0% | -59.6% | +104.7% | +51.0% |
| 3Y | +228.1% | -45.3% | +273.4% | +235.5% |
| 5Y | +78.6% | -50.4% | +129.1% | +81.5% |
| 10Y | +378.8% | -26.8% | +405.6% | +380.5% |
| All | +2,389.4% | +1,645.8% | +743.5% | +2,444.1% |
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