+956.8%
PAYX vs FLUT
+2,067.0%
-1,110.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.0% |
| 7D | -6.9% | +3.8% | -10.7% | -7.1% |
| 30D | -2.6% | +6.3% | -8.9% | -2.9% |
| 3M | +19.4% | -4.0% | +23.5% | +19.6% |
| 6M | +18.7% | -10.3% | +28.9% | +19.0% |
| YTD | +7.8% | -53.2% | +61.0% | +10.9% |
| 1Y | -9.9% | -65.0% | +55.2% | -6.2% |
| 3Y | +7.4% | -43.9% | +51.3% | +9.4% |
| 5Y | +21.8% | -49.2% | +71.1% | +23.0% |
| 10Y | +161.3% | -9.2% | +170.4% | +160.8% |
| All | +956.8% | +2,067.0% | -1,110.2% | +969.6% |
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 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