+233.9%
BURL vs FDS
+127.0%
+106.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | +0.4% | -2.6% | +3.0% | +1.2% |
| 30D | -4.3% | +14.1% | -18.4% | -8.3% |
| 3M | -28.8% | +19.8% | -48.5% | -33.3% |
| 6M | -12.8% | +55.0% | -67.8% | -26.5% |
| YTD | -12.8% | +15.9% | -28.7% | -19.2% |
| 1Y | -12.3% | +24.2% | -36.4% | -21.3% |
| 3Y | +92.7% | -24.0% | +116.7% | +109.2% |
| 5Y | -6.5% | -23.3% | +16.8% | -0.3% |
| All | +233.9% | +127.0% | +106.9% | +140.1% |
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