+110.1%
FTV vs BURL
+254.9%
-144.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -0.7% | -0.8% | +0.2% | -0.4% |
| 30D | +18.3% | -4.4% | +22.8% | +19.5% |
| 3M | +10.2% | -28.6% | +38.8% | +19.3% |
| 6M | +12.8% | -12.3% | +25.1% | +15.2% |
| YTD | +23.4% | -11.3% | +34.6% | +25.0% |
| 1Y | +31.4% | -10.4% | +41.9% | +32.2% |
| 3Y | +38.7% | +96.1% | -57.4% | +10.0% |
| 5Y | +18.6% | -5.0% | +23.6% | +9.3% |
| 10Y | +110.1% | +251.8% | -141.7% | +46.7% |
| All | +110.1% | +254.9% | -144.8% | +46.7% |
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