+8.2%
BURL vs FGI
-70.3%
+78.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +3.5% | -11.6% | +15.1% | +3.6% |
| 30D | -9.3% | -3.3% | -6.0% | -9.3% |
| 3M | -32.1% | +65.6% | -97.7% | -32.6% |
| 6M | -19.8% | -2.8% | -17.0% | -20.2% |
| YTD | -13.2% | +30.1% | -43.3% | -13.8% |
| 1Y | -7.8% | +50.2% | -58.0% | -8.4% |
| 3Y | +89.3% | -0.4% | +89.7% | +90.3% |
| All | +8.2% | -70.3% | +78.6% | +10.7% |
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