-52.0%
FLUT vs BURL
+86.7%
-138.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | -1.1% | +4.1% | -5.2% | -1.9% |
| 30D | +7.7% | -9.5% | +17.2% | +9.7% |
| 3M | -12.2% | -33.5% | +21.4% | -4.7% |
| 6M | -17.6% | -22.1% | +4.5% | -14.2% |
| YTD | -62.0% | -14.6% | -47.4% | -61.5% |
| 1Y | -62.3% | -8.4% | -53.9% | -62.6% |
| 3Y | -52.0% | +86.6% | -138.5% | -58.8% |
| All | -52.0% | +86.7% | -138.7% | -58.8% |
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 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