-62.3%
FLUT vs BURL
-7.8%
-54.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.5% |
| 7D | -1.1% | +4.1% | -5.2% | -1.2% |
| 30D | +7.7% | -9.5% | +17.2% | +8.0% |
| 3M | -12.2% | -33.5% | +21.4% | -9.2% |
| 6M | -17.6% | -22.1% | +4.5% | -16.5% |
| YTD | -62.0% | -14.6% | -47.4% | -61.7% |
| 1Y | -62.3% | -8.4% | -53.9% | -62.1% |
| All | -62.3% | -7.8% | -54.4% | -62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling