+240.7%
BURL vs FDS
+135.4%
+105.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -0.4% |
| 7D | +4.1% | -0.5% | +4.6% | +4.2% |
| 30D | -9.5% | +20.2% | -29.7% | -14.6% |
| 3M | -33.5% | +19.9% | -53.4% | -37.7% |
| 6M | -22.1% | +56.2% | -78.3% | -34.6% |
| YTD | -14.6% | +14.6% | -29.1% | -20.5% |
| 1Y | -8.4% | +31.6% | -40.0% | -19.9% |
| 3Y | +86.6% | -23.8% | +110.4% | +101.8% |
| 5Y | -17.2% | -22.6% | +5.4% | -12.2% |
| All | +240.7% | +135.4% | +105.3% | +169.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling