+17.9%
FTV vs BURL
-7.5%
+25.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.3% |
| 7D | +3.7% | +0.4% | +3.3% | +3.6% |
| 30D | +16.8% | -4.3% | +21.2% | +17.8% |
| 3M | +10.4% | -28.8% | +39.2% | +17.9% |
| 6M | +12.8% | -12.8% | +25.6% | +14.9% |
| YTD | +23.3% | -12.8% | +36.1% | +25.2% |
| 1Y | +31.0% | -12.3% | +43.2% | +32.3% |
| 3Y | +38.6% | +92.7% | -54.1% | +16.6% |
| All | +17.9% | -7.5% | +25.4% | +9.4% |
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