+11.5%
BURL vs FGI
-70.3%
+81.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -5.0% | +12.7% | +7.7% |
| 7D | +10.4% | +3.3% | +7.1% | +10.4% |
| 30D | -4.9% | -2.0% | -2.9% | -4.9% |
| 3M | -29.8% | +60.3% | -90.0% | -30.2% |
| 6M | -16.5% | +0.7% | -17.2% | -16.8% |
| YTD | -10.5% | +30.2% | -40.7% | -11.2% |
| 1Y | -5.3% | +44.4% | -49.7% | -5.9% |
| 3Y | +95.1% | -0.4% | +95.5% | +96.1% |
| All | +11.5% | -70.3% | +81.8% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling