+883.3%
FTI vs BURL
-10.8%
+894.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.6% | +2.6% |
| 7D | +4.3% | -1.6% | +5.9% | +4.5% |
| 30D | -4.7% | -7.7% | +3.1% | -3.6% |
| 3M | -13.5% | -31.7% | +18.1% | -8.2% |
| 6M | -8.7% | -15.2% | +6.4% | -7.4% |
| YTD | +49.0% | -15.9% | +64.9% | +50.8% |
| 1Y | +54.0% | -14.2% | +68.2% | +54.7% |
| 3Y | +211.6% | +93.5% | +118.1% | +165.5% |
| All | +883.3% | -10.8% | +894.1% | +868.3% |
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