-59.6%
FLUT vs BN
-11.7%
-48.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.2% |
| 7D | -0.7% | -1.0% | +0.3% | -0.3% |
| 30D | +9.3% | +14.0% | -4.7% | +1.8% |
| 3M | -17.5% | -9.0% | -8.5% | -14.2% |
| 6M | -14.6% | -8.8% | -5.8% | -11.8% |
| YTD | -62.3% | -10.3% | -52.0% | -60.5% |
| 1Y | -59.6% | -5.8% | -53.8% | -58.9% |
| All | -59.6% | -11.7% | -48.0% | -58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling