+122.8%
FTV vs BURL
+274.8%
-152.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.3% | -3.5% |
| 7D | -0.6% | +3.5% | -4.1% | -1.5% |
| 30D | +13.0% | -9.3% | +22.3% | +15.6% |
| 3M | +6.8% | -32.1% | +38.9% | +17.0% |
| 6M | +8.0% | -19.8% | +27.8% | +12.8% |
| YTD | +18.9% | -13.2% | +32.1% | +21.2% |
| 1Y | +30.8% | -7.8% | +38.7% | +30.6% |
| 3Y | +33.4% | +89.3% | -55.9% | +6.9% |
| 5Y | +12.7% | -15.8% | +28.5% | +7.5% |
| 10Y | +111.6% | +262.2% | -150.6% | +43.8% |
| All | +122.8% | +274.8% | -152.0% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling