+2,054.3%
FLUT vs BN
+4,837.3%
-2,783.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -1.6% | -2.5% | +0.8% | -1.2% |
| 30D | +7.7% | -9.5% | +17.2% | +9.8% |
| 3M | -0.7% | -10.4% | +9.7% | +1.4% |
| 6M | -11.2% | -6.4% | -4.8% | -10.2% |
| YTD | -53.4% | -11.9% | -41.6% | -52.4% |
| 1Y | -65.8% | -8.6% | -57.1% | -65.1% |
| 3Y | -44.9% | +77.6% | -122.5% | -49.5% |
| 5Y | -49.7% | +37.0% | -86.7% | -52.8% |
| 10Y | -9.7% | +266.4% | -276.1% | -22.7% |
| All | +2,054.3% | +4,837.3% | -2,783.1% | +1,161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling