+95.3%
BURL vs FIVE
+41.4%
+53.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.7% | +1.0% | +5.4% |
| 7D | +10.4% | +7.5% | +2.9% | +7.8% |
| 30D | -4.9% | +16.7% | -21.7% | -9.9% |
| 3M | -29.8% | +13.4% | -43.1% | -32.9% |
| 6M | -16.5% | +9.0% | -25.5% | -19.7% |
| YTD | -10.5% | +33.8% | -44.3% | -20.0% |
| 1Y | -5.3% | +61.2% | -66.5% | -20.5% |
| All | +95.3% | +41.4% | +53.9% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling