-12.0%
BURL vs FDS
-17.4%
+5.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +2.5% |
| 7D | -2.8% | -1.9% | -0.9% | -2.8% |
| 30D | -28.2% | +9.0% | -37.2% | -28.0% |
| 3M | -17.6% | +18.9% | -36.4% | -17.2% |
| 6M | -11.8% | +35.1% | -46.9% | -11.1% |
| YTD | -8.1% | +5.5% | -13.6% | -6.0% |
| 1Y | -12.0% | -16.8% | +4.9% | -14.0% |
| All | -12.0% | -17.4% | +5.4% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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