-43.9%
FLUT vs BURL
+63.9%
-107.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.8% |
| 7D | -1.6% | -2.8% | +1.2% | -1.1% |
| 30D | +7.7% | -28.2% | +35.9% | +15.9% |
| 3M | -0.7% | -17.6% | +16.9% | +3.1% |
| 6M | -11.2% | -11.8% | +0.6% | -9.8% |
| YTD | -53.4% | -8.1% | -45.3% | -53.3% |
| 1Y | -65.8% | -12.0% | -53.8% | -65.5% |
| All | -43.9% | +63.9% | -107.8% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling