+105.6%
FTI vs BURL
+1,051.1%
-945.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.0% |
| 7D | +5.3% | -2.8% | +8.1% | +6.0% |
| 30D | +15.3% | -28.2% | +43.5% | +26.1% |
| 3M | +15.8% | -17.6% | +33.4% | +21.2% |
| 6M | +22.6% | -11.8% | +34.4% | +24.7% |
| YTD | +79.5% | -8.1% | +87.7% | +80.3% |
| 1Y | +102.0% | -12.0% | +114.0% | +103.5% |
| 3Y | +315.8% | +63.3% | +252.5% | +233.6% |
| 5Y | +1,129.5% | -10.8% | +1,140.3% | +1,039.3% |
| 10Y | +320.9% | +215.9% | +105.0% | +184.3% |
| All | +105.6% | +1,051.1% | -945.5% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling