+933.1%
BURL vs FDS
+259.5%
+673.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.9% | +4.8% | +6.8% |
| 7D | +10.4% | +9.4% | +1.0% | +7.2% |
| 30D | -4.9% | +23.8% | -28.7% | -11.4% |
| 3M | -29.8% | +25.1% | -54.9% | -35.3% |
| 6M | -16.5% | +53.8% | -70.2% | -29.7% |
| YTD | -10.5% | +19.6% | -30.1% | -18.4% |
| 1Y | -5.3% | +31.6% | -37.0% | -17.3% |
| 3Y | +95.1% | -20.0% | +115.1% | +105.9% |
| 5Y | -12.1% | -18.6% | +6.5% | -9.0% |
| 10Y | +273.2% | +149.8% | +123.4% | +132.7% |
| All | +933.1% | +259.5% | +673.6% | +533.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling