-7.9%
BURL vs FIGR
-31.9%
+24.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.9% | -3.7% | +3.7% |
| 7D | +7.7% | +12.5% | -4.8% | +6.9% |
| 30D | -7.1% | -14.1% | +6.9% | -6.5% |
| 3M | -30.3% | -14.3% | -16.0% | -30.3% |
| 6M | -15.5% | -34.8% | +19.3% | -14.3% |
| YTD | -11.0% | -40.0% | +29.0% | -11.4% |
| 1Y | -8.4% | -32.9% | +24.5% | -10.6% |
| All | -7.9% | -31.9% | +24.0% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling