+106.6%
FTV vs BURL
+247.8%
-141.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | +1.4% | +5.9% | -4.5% | -0.1% |
| 30D | +18.3% | -8.3% | +26.6% | +20.7% |
| 3M | +9.8% | -31.6% | +41.5% | +20.2% |
| 6M | +12.3% | -16.6% | +28.9% | +16.2% |
| YTD | +23.1% | -12.1% | +35.2% | +25.0% |
| 1Y | +32.5% | -10.0% | +42.5% | +33.1% |
| 3Y | +38.3% | +94.3% | -56.0% | +10.0% |
| 5Y | +16.8% | -13.2% | +30.1% | +10.6% |
| 10Y | +106.6% | +252.5% | -146.0% | +44.7% |
| All | +106.6% | +247.8% | -141.3% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling