-12.0%
BURL vs FGI
+81.8%
-93.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.5% | -4.9% | +2.6% |
| 7D | -2.8% | +0.5% | -3.3% | -2.8% |
| 30D | -28.2% | +65.4% | -93.6% | -28.5% |
| 3M | -17.6% | +23.5% | -41.1% | -17.9% |
| 6M | -11.8% | +60.5% | -72.3% | -12.0% |
| YTD | -8.1% | +30.0% | -38.1% | -8.5% |
| 1Y | -12.0% | +82.1% | -94.0% | -11.6% |
| All | -12.0% | +81.8% | -93.8% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling