-10.0%
BURL vs FIGR
-37.5%
+27.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.6% | -1.0% |
| 7D | +5.9% | +5.6% | +0.2% | +5.6% |
| 30D | -8.3% | -18.2% | +9.9% | -7.7% |
| 3M | -31.6% | -19.0% | -12.6% | -31.6% |
| 6M | -16.6% | -38.0% | +21.4% | -15.6% |
| YTD | -12.1% | -42.9% | +30.8% | -12.4% |
| 1Y | -10.0% | -37.9% | +27.9% | -11.2% |
| All | -10.0% | -37.5% | +27.5% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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