-51.0%
FLUT vs BN
+29.3%
-80.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.0% |
| 7D | -1.1% | +5.3% | -6.4% | -4.2% |
| 30D | +7.7% | +11.9% | -4.2% | +0.8% |
| 3M | -12.2% | -5.7% | -6.4% | -9.4% |
| 6M | -17.6% | -10.6% | -7.0% | -12.9% |
| YTD | -62.0% | -9.4% | -52.6% | -60.3% |
| 1Y | -62.3% | -8.8% | -53.5% | -60.6% |
| 3Y | -52.0% | +95.6% | -147.6% | -68.1% |
| All | -51.0% | +29.3% | -80.3% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling