+28.5%
FTV vs BURL
-7.8%
+36.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | +0.2% | +4.1% | -3.9% | -0.2% |
| 30D | +15.7% | -9.5% | +25.1% | +16.9% |
| 3M | +7.5% | -33.5% | +41.0% | +12.9% |
| 6M | +8.5% | -22.1% | +30.6% | +11.5% |
| YTD | +18.8% | -14.6% | +33.4% | +20.8% |
| 1Y | +28.5% | -8.4% | +36.9% | +29.8% |
| All | +28.5% | -7.8% | +36.4% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling