-26.1%
FLUT vs BURL
+244.4%
-270.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.9% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | +5.0% | -4.3% | +9.4% | +5.5% |
| 3M | -16.4% | -28.8% | +12.4% | -12.7% |
| 6M | -14.6% | -12.8% | -1.8% | -13.7% |
| YTD | -61.9% | -12.8% | -49.1% | -61.5% |
| 1Y | -65.0% | -12.3% | -52.8% | -64.9% |
| 3Y | -44.8% | +92.7% | -137.5% | -50.2% |
| 5Y | -49.9% | -6.5% | -43.4% | -53.0% |
| All | -26.1% | +244.4% | -270.5% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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