-65.8%
FLUT vs BNS
+50.5%
-116.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | -1.6% | +1.5% | -3.2% | -2.0% |
| 30D | +7.7% | +6.0% | +1.8% | +6.2% |
| 3M | -0.7% | +16.3% | -17.1% | -6.7% |
| 6M | -11.2% | +27.3% | -38.5% | -21.9% |
| YTD | -53.4% | +28.5% | -81.9% | -59.4% |
| 1Y | -65.8% | +49.0% | -114.8% | -73.8% |
| All | -65.8% | +50.5% | -116.2% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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