+762.4%
FTI vs BURL
-17.2%
+779.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.4% |
| 7D | -7.6% | +4.1% | -11.7% | -8.3% |
| 30D | -7.1% | -9.5% | +2.3% | -5.8% |
| 3M | -8.7% | -33.5% | +24.8% | -2.5% |
| 6M | -14.0% | -22.1% | +8.1% | -11.3% |
| YTD | +42.8% | -14.6% | +57.4% | +44.3% |
| 1Y | +50.4% | -8.4% | +58.7% | +49.2% |
| 3Y | +194.1% | +86.6% | +107.6% | +152.6% |
| All | +762.4% | -17.2% | +779.6% | +768.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling