+1,095.1%
BNY vs FLUT
+2,037.5%
-942.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | +0.3% | -2.6% | +2.9% | +0.4% |
| 30D | +1.9% | +5.4% | -3.4% | +1.6% |
| 3M | +13.9% | -10.8% | +24.7% | +14.3% |
| 6M | +42.3% | -9.2% | +51.5% | +42.6% |
| YTD | +41.8% | -53.8% | +95.7% | +47.2% |
| 1Y | +57.9% | -66.0% | +123.9% | +66.4% |
| 3Y | +290.7% | -44.7% | +335.4% | +300.2% |
| 5Y | +252.3% | -50.6% | +302.9% | +257.7% |
| 10Y | +412.8% | -10.4% | +423.2% | +407.9% |
| All | +1,095.1% | +2,037.5% | -942.3% | +1,003.5% |
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