-15.8%
BURL vs FDS
-19.3%
+3.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | +3.5% | +6.4% | -2.9% | +2.2% |
| 30D | -9.3% | +25.2% | -34.5% | -13.3% |
| 3M | -32.1% | +22.9% | -55.0% | -35.1% |
| 6M | -19.8% | +56.5% | -76.3% | -28.4% |
| YTD | -13.2% | +19.0% | -32.1% | -15.8% |
| 1Y | -7.8% | +32.7% | -40.5% | -14.7% |
| 3Y | +89.3% | -20.4% | +109.7% | +111.4% |
| 5Y | -15.8% | -19.6% | +3.8% | -7.9% |
| All | -15.8% | -19.3% | +3.5% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling