-9.2%
FLUT vs BN
+264.9%
-274.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.5% |
| 7D | +3.8% | -1.2% | +5.0% | +4.2% |
| 30D | +6.3% | -10.9% | +17.2% | +10.5% |
| 3M | -4.0% | -11.1% | +7.0% | -0.2% |
| 6M | -10.3% | -4.4% | -5.9% | -9.3% |
| YTD | -53.2% | -14.1% | -39.0% | -50.9% |
| 1Y | -65.0% | -11.1% | -54.0% | -63.7% |
| 3Y | -43.9% | +75.6% | -119.5% | -52.0% |
| 5Y | -49.2% | +35.8% | -85.0% | -55.2% |
| All | -9.2% | +264.9% | -274.1% | -26.7% |
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