+740.9%
BURL vs FIVN
+329.4%
+411.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.1% | +3.1% | -2.0% |
| 7D | +3.5% | -8.7% | +12.2% | +5.0% |
| 30D | -9.3% | +2.6% | -11.8% | -9.9% |
| 3M | -32.1% | +15.3% | -47.4% | -34.3% |
| 6M | -19.8% | +40.7% | -60.5% | -25.6% |
| YTD | -13.2% | +70.3% | -83.5% | -23.4% |
| 1Y | -7.8% | +50.0% | -57.8% | -17.2% |
| 3Y | +89.3% | -46.1% | +135.4% | +96.0% |
| 5Y | -15.8% | -76.9% | +61.1% | -4.5% |
| 10Y | +262.2% | +149.2% | +113.0% | +203.4% |
| All | +740.9% | +329.4% | +411.5% | +536.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling