-16.5%
BURL vs FDS
+52.1%
-68.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.9% | +4.8% | +7.6% |
| 7D | +10.4% | +9.4% | +1.0% | +10.3% |
| 30D | -4.9% | +23.8% | -28.7% | -4.8% |
| 3M | -29.8% | +25.1% | -54.9% | -29.5% |
| 6M | -16.5% | +53.8% | -70.2% | -14.9% |
| All | -16.5% | +52.1% | -68.6% | -14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling