+174.8%
FTI vs BURL
+247.8%
-73.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.3% |
| 7D | -3.3% | +5.9% | -9.1% | -5.1% |
| 30D | -7.2% | -8.3% | +1.1% | -5.2% |
| 3M | -12.9% | -31.6% | +18.8% | -3.1% |
| 6M | -7.9% | -16.6% | +8.7% | -4.9% |
| YTD | +45.2% | -12.1% | +57.2% | +46.4% |
| 1Y | +48.1% | -10.0% | +58.0% | +47.1% |
| 3Y | +205.0% | +94.3% | +110.7% | +121.0% |
| 5Y | +838.8% | -13.2% | +852.0% | +771.7% |
| 10Y | +174.8% | +252.5% | -77.7% | +83.0% |
| All | +174.8% | +247.8% | -73.0% | +83.0% |
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