-44.6%
FLUT vs BNS
+129.0%
-173.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -1.0% |
| 7D | -3.6% | -2.2% | -1.4% | -2.6% |
| 30D | -0.3% | +4.5% | -4.8% | -2.4% |
| 3M | -12.6% | +14.9% | -27.5% | -18.9% |
| 6M | -8.0% | +32.5% | -40.5% | -21.4% |
| YTD | -54.1% | +28.6% | -82.7% | -60.1% |
| 1Y | -66.1% | +48.4% | -114.5% | -72.8% |
| All | -44.6% | +129.0% | -173.6% | -67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling