+180.2%
FTI vs BURL
+261.4%
-81.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | -0.5% |
| 7D | -4.3% | +7.7% | -12.0% | -6.6% |
| 30D | -8.0% | -7.1% | -0.9% | -6.4% |
| 3M | -8.0% | -30.3% | +22.3% | +1.6% |
| 6M | -8.7% | -15.5% | +6.9% | -6.1% |
| YTD | +43.9% | -11.0% | +54.9% | +44.6% |
| 1Y | +49.8% | -8.4% | +58.2% | +48.1% |
| 3Y | +211.7% | +96.7% | +115.0% | +125.1% |
| 5Y | +781.6% | -14.1% | +795.6% | +724.7% |
| 10Y | +180.2% | +255.1% | -74.9% | +87.1% |
| All | +180.2% | +261.4% | -81.2% | +87.1% |
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