-10.7%
BURL vs FIVN
-80.6%
+69.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.1% | +3.1% |
| 7D | -2.8% | -2.3% | -0.5% | -2.4% |
| 30D | -28.2% | +12.4% | -40.6% | -30.4% |
| 3M | -17.6% | +36.0% | -53.6% | -24.0% |
| 6M | -11.8% | +86.0% | -97.7% | -26.0% |
| YTD | -8.1% | +65.9% | -74.1% | -21.6% |
| 1Y | -12.0% | +26.5% | -38.5% | -19.8% |
| 3Y | +63.3% | -54.2% | +117.5% | +86.4% |
| All | -10.7% | -80.6% | +69.9% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling