+4.7%
FTV vs BURL
-11.0%
+15.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.5% |
| 7D | -4.5% | -2.8% | -1.7% | -4.0% |
| 30D | -7.1% | -28.2% | +21.1% | -0.6% |
| 3M | -7.2% | -17.6% | +10.4% | -3.7% |
| 6M | -1.5% | -11.8% | +10.3% | +0.2% |
| YTD | +3.5% | -8.1% | +11.6% | +4.2% |
| 1Y | +20.3% | -12.0% | +32.3% | +21.6% |
| 3Y | -3.1% | +63.3% | -66.4% | -15.5% |
| All | +4.7% | -11.0% | +15.7% | -0.5% |
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