+89.6%
BURL vs FIVN
-45.8%
+135.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.1% | +3.1% | -2.2% |
| 7D | +3.5% | -8.7% | +12.2% | +4.6% |
| 30D | -9.3% | +2.6% | -11.8% | -9.7% |
| 3M | -32.1% | +15.3% | -47.4% | -33.6% |
| 6M | -19.8% | +40.7% | -60.5% | -23.8% |
| YTD | -13.2% | +70.3% | -83.5% | -20.5% |
| 1Y | -7.8% | +50.0% | -57.8% | -13.8% |
| All | +89.6% | -45.8% | +135.4% | +95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling