+273.2%
BURL vs FIVE
+615.3%
-342.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.7% | +1.0% | +4.6% |
| 7D | +10.4% | +7.5% | +2.9% | +6.9% |
| 30D | -4.9% | +16.7% | -21.7% | -11.5% |
| 3M | -29.8% | +13.4% | -43.1% | -34.0% |
| 6M | -16.5% | +9.0% | -25.5% | -21.0% |
| YTD | -10.5% | +33.8% | -44.3% | -23.3% |
| 1Y | -5.3% | +61.2% | -66.5% | -25.7% |
| 3Y | +95.1% | +42.1% | +52.9% | +47.8% |
| 5Y | -12.1% | +21.4% | -33.5% | -30.4% |
| 10Y | +273.2% | +609.1% | -335.9% | +36.8% |
| All | +273.2% | +615.3% | -342.2% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling