-16.5%
BURL vs FGI
-9.3%
-7.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -5.0% | +12.7% | +7.8% |
| 7D | +10.4% | +3.3% | +7.1% | +10.4% |
| 30D | -4.9% | -2.0% | -2.9% | -5.0% |
| 3M | -29.8% | +60.3% | -90.0% | -30.3% |
| 6M | -16.5% | +0.7% | -17.2% | -15.4% |
| All | -16.5% | -9.3% | -7.2% | -15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling