-25.6%
FLUT vs BN
+280.2%
-305.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +1.1% |
| 7D | -1.5% | +4.3% | -5.8% | -3.1% |
| 30D | +3.4% | +14.3% | -10.9% | -1.3% |
| 3M | -12.5% | -4.1% | -8.4% | -11.4% |
| 6M | -18.5% | -9.7% | -8.8% | -16.0% |
| YTD | -61.6% | -7.1% | -54.5% | -60.9% |
| 1Y | -64.1% | -7.4% | -56.7% | -63.3% |
| 3Y | -44.5% | +102.3% | -146.8% | -54.5% |
| 5Y | -51.3% | +35.9% | -87.2% | -57.9% |
| 10Y | -25.6% | +289.2% | -314.8% | -42.5% |
| All | -25.6% | +280.2% | -305.8% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling