+58.6%
FTI vs BURL
+987.9%
-929.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.6% | -3.7% |
| 7D | -8.0% | +3.5% | -11.5% | -9.0% |
| 30D | -11.9% | -9.3% | -2.6% | -9.9% |
| 3M | -11.0% | -32.1% | +21.1% | -1.9% |
| 6M | -17.8% | -19.8% | +2.0% | -14.4% |
| YTD | +38.5% | -13.2% | +51.7% | +40.2% |
| 1Y | +45.9% | -7.8% | +53.8% | +44.2% |
| 3Y | +181.8% | +89.3% | +92.5% | +115.1% |
| 5Y | +748.6% | -15.8% | +764.4% | +695.5% |
| 10Y | +180.4% | +262.2% | -81.8% | +86.1% |
| All | +58.6% | +987.9% | -929.3% | -11.6% |
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