-25.2%
FLUT vs BURL
+258.4%
-283.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.4% | +1.8% |
| 7D | +4.8% | +3.5% | +1.3% | +4.2% |
| 30D | +8.8% | -9.3% | +18.1% | +10.2% |
| 3M | -10.7% | -32.1% | +21.4% | -6.1% |
| 6M | -19.7% | -19.8% | +0.1% | -17.9% |
| YTD | -61.4% | -13.2% | -48.2% | -61.0% |
| 1Y | -61.6% | -7.8% | -53.8% | -61.7% |
| 3Y | -51.4% | +89.3% | -140.7% | -56.0% |
| 5Y | -51.0% | -15.8% | -35.2% | -53.7% |
| All | -25.2% | +258.4% | -283.6% | -28.1% |
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