-9.3%
FLUT vs BNS
+188.9%
-198.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | +2.5% | +3.5% | -0.9% | +1.6% |
| 3M | -9.2% | +14.1% | -23.3% | -12.3% |
| 6M | -8.2% | +33.8% | -42.0% | -14.9% |
| YTD | -53.2% | +29.5% | -82.7% | -56.3% |
| 1Y | -65.6% | +48.4% | -114.0% | -68.8% |
| 3Y | -43.6% | +129.6% | -173.2% | -53.9% |
| 5Y | -50.3% | +96.1% | -146.4% | -58.3% |
| All | -9.3% | +188.9% | -198.2% | -19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling