+960.9%
BURL vs FIVE
+466.6%
+494.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.1% | -2.5% | +0.4% |
| 7D | -2.8% | +4.3% | -7.1% | -4.6% |
| 30D | -28.2% | +12.5% | -40.7% | -31.9% |
| 3M | -17.6% | +31.2% | -48.8% | -27.1% |
| 6M | -11.8% | +14.4% | -26.1% | -18.1% |
| YTD | -8.1% | +33.9% | -42.0% | -20.3% |
| 1Y | -12.0% | +65.1% | -77.0% | -30.6% |
| 3Y | +63.3% | +49.0% | +14.3% | +23.0% |
| 5Y | -10.8% | +30.3% | -41.1% | -30.4% |
| 10Y | +215.9% | +481.1% | -265.2% | +35.2% |
| All | +960.9% | +466.6% | +494.3% | +341.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling