+58.9%
BNY vs FLUT
-65.9%
+124.8%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | +1.4% | -1.6% | +3.1% | +1.5% |
| 30D | +3.8% | +7.7% | -3.9% | +3.2% |
| 3M | +14.9% | -0.7% | +15.6% | +14.4% |
| 6M | +40.3% | -11.2% | +51.5% | +41.6% |
| YTD | +43.8% | -53.4% | +97.2% | +59.0% |
| 1Y | +58.9% | -65.8% | +124.6% | +78.1% |
| All | +58.9% | -65.9% | +124.8% | +78.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling