-11.6%
BURL vs FIGR
-36.9%
+25.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.7% | -10.3% | -2.1% |
| 7D | +4.1% | +5.3% | -1.2% | +3.8% |
| 30D | -9.5% | -17.9% | +8.4% | -8.6% |
| 3M | -33.5% | -20.5% | -13.0% | -33.2% |
| 6M | -22.1% | -40.2% | +18.1% | -20.5% |
| YTD | -14.6% | -44.4% | +29.8% | -14.6% |
| 1Y | -8.4% | -36.3% | +28.0% | -10.4% |
| All | -11.6% | -36.9% | +25.2% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling