+51.4%
PYPL vs FLUT
+17.5%
+33.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.9% | -2.7% |
| 7D | +2.7% | -1.6% | +4.3% | +2.9% |
| 30D | -4.9% | +7.7% | -12.6% | -6.3% |
| 3M | +28.9% | -0.7% | +29.6% | +28.4% |
| 6M | +18.2% | -11.2% | +29.4% | +19.6% |
| YTD | -5.0% | -53.4% | +48.4% | +5.6% |
| 1Y | -18.8% | -65.8% | +46.9% | -5.9% |
| 3Y | -12.6% | -44.9% | +32.4% | -6.1% |
| 5Y | -80.8% | -49.7% | -31.1% | -80.2% |
| 10Y | +49.9% | -9.7% | +59.6% | +52.6% |
| All | +51.4% | +17.5% | +33.9% | +52.2% |
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