-43.9%
FLUT vs BN
+79.0%
-122.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +2.1% |
| 7D | +3.8% | -1.2% | +5.0% | +4.5% |
| 30D | +6.3% | -10.9% | +17.2% | +13.7% |
| 3M | -4.0% | -11.1% | +7.0% | +2.6% |
| 6M | -10.3% | -4.4% | -5.9% | -9.1% |
| YTD | -53.2% | -14.1% | -39.0% | -49.3% |
| 1Y | -65.0% | -11.1% | -54.0% | -62.8% |
| 3Y | -43.9% | +75.6% | -119.5% | -62.9% |
| All | -43.9% | +79.0% | -122.9% | -62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling