+182.9%
FTI vs BURL
+252.7%
-69.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.6% |
| 7D | -7.6% | +4.1% | -11.7% | -8.9% |
| 30D | -7.1% | -9.5% | +2.3% | -4.8% |
| 3M | -8.7% | -33.5% | +24.8% | +2.4% |
| 6M | -14.0% | -22.1% | +8.1% | -9.2% |
| YTD | +42.8% | -14.6% | +57.4% | +45.4% |
| 1Y | +50.4% | -8.4% | +58.7% | +48.4% |
| 3Y | +194.1% | +86.6% | +107.6% | +116.0% |
| 5Y | +775.2% | -17.2% | +792.4% | +727.1% |
| All | +182.9% | +252.7% | -69.8% | +92.3% |
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