+65.4%
PYPL vs FLUT
-3.8%
+69.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +2.2% | -6.5% | +8.6% | +3.2% |
| 30D | +8.1% | +2.8% | +5.4% | +7.6% |
| 3M | +1.9% | -13.5% | +15.4% | +3.6% |
| 6M | +33.1% | -19.0% | +52.1% | +36.3% |
| YTD | +3.8% | -61.9% | +65.6% | +18.6% |
| 1Y | -8.3% | -63.2% | +54.9% | +5.2% |
| 3Y | +11.9% | -46.0% | +57.9% | +21.1% |
| 5Y | -70.4% | -51.8% | -18.7% | -68.8% |
| 10Y | +47.2% | -26.1% | +73.2% | +54.1% |
| All | +65.4% | -3.8% | +69.2% | +71.0% |
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