+54.0%
FTI vs BURL
-15.0%
+69.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.6% | +2.0% |
| 7D | +4.3% | -1.6% | +5.9% | +4.3% |
| 30D | -4.7% | -7.7% | +3.1% | -4.5% |
| 3M | -13.5% | -31.7% | +18.1% | -12.5% |
| 6M | -8.7% | -15.2% | +6.4% | -9.6% |
| YTD | +49.0% | -15.9% | +64.9% | +47.3% |
| 1Y | +54.0% | -14.2% | +68.2% | +51.5% |
| All | +54.0% | -15.0% | +69.1% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling