+255.1%
BURL vs FIVN
+109.8%
+145.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.6% | +3.7% |
| 7D | +7.7% | -19.3% | +27.0% | +11.7% |
| 30D | -7.1% | -20.7% | +13.5% | -3.7% |
| 3M | -30.3% | -15.1% | -15.2% | -28.9% |
| 6M | -15.5% | +30.6% | -46.2% | -21.7% |
| YTD | -11.0% | +44.0% | -55.0% | -20.9% |
| 1Y | -8.4% | +45.5% | -53.9% | -19.1% |
| 3Y | +96.7% | -52.8% | +149.4% | +110.0% |
| 5Y | -14.1% | -82.6% | +68.6% | +5.4% |
| 10Y | +255.1% | +109.4% | +145.7% | +186.9% |
| All | +255.1% | +109.8% | +145.2% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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