+24.6%
FLUT vs BURL
+1,051.1%
-1,026.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.5% |
| 7D | -1.6% | -2.8% | +1.2% | -1.4% |
| 30D | +7.7% | -28.2% | +35.9% | +11.7% |
| 3M | -0.7% | -17.6% | +16.9% | +1.2% |
| 6M | -11.2% | -11.8% | +0.6% | -10.3% |
| YTD | -53.4% | -8.1% | -45.3% | -53.3% |
| 1Y | -65.8% | -12.0% | -53.8% | -65.6% |
| 3Y | -44.9% | +63.3% | -108.2% | -48.3% |
| 5Y | -49.7% | -10.8% | -38.9% | -52.2% |
| 10Y | -9.7% | +215.9% | -225.6% | -11.9% |
| All | +24.6% | +1,051.1% | -1,026.5% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling