+12.7%
FTV vs BURL
-15.9%
+28.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.3% | -3.7% |
| 7D | -0.6% | +3.5% | -4.1% | -1.3% |
| 30D | +13.0% | -9.3% | +22.3% | +15.2% |
| 3M | +6.8% | -32.1% | +38.9% | +15.2% |
| 6M | +8.0% | -19.8% | +27.8% | +12.0% |
| YTD | +18.9% | -13.2% | +32.1% | +20.8% |
| 1Y | +30.8% | -7.8% | +38.7% | +30.6% |
| 3Y | +33.4% | +89.3% | -55.9% | +12.7% |
| 5Y | +12.7% | -15.8% | +28.5% | +5.7% |
| All | +12.7% | -15.9% | +28.5% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling