+240.7%
BURL vs FIVE
+563.4%
-322.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +4.1% | -0.3% | +4.4% | +4.3% |
| 30D | -9.5% | +17.7% | -27.1% | -16.0% |
| 3M | -33.5% | +4.0% | -37.5% | -35.0% |
| 6M | -22.1% | +2.6% | -24.7% | -24.2% |
| YTD | -14.6% | +27.6% | -42.1% | -25.1% |
| 1Y | -8.4% | +59.9% | -68.3% | -27.8% |
| 3Y | +86.6% | +35.8% | +50.8% | +44.3% |
| 5Y | -17.2% | +14.4% | -31.6% | -32.7% |
| All | +240.7% | +563.4% | -322.8% | +32.0% |
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