+216.9%
BURL vs FDS
+84.7%
+132.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +3.7% |
| 7D | -2.8% | -1.9% | -0.9% | -2.3% |
| 30D | -28.2% | +9.0% | -37.2% | -30.4% |
| 3M | -17.6% | +18.9% | -36.4% | -23.1% |
| 6M | -11.8% | +35.1% | -46.9% | -22.4% |
| YTD | -8.1% | +5.5% | -13.6% | -11.9% |
| 1Y | -12.0% | -16.8% | +4.9% | -7.6% |
| 3Y | +63.3% | -28.1% | +91.4% | +79.6% |
| 5Y | -10.8% | -17.4% | +6.6% | -9.1% |
| All | +216.9% | +84.7% | +132.2% | +127.8% |
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