+216.9%
BURL vs FLR
+16.7%
+200.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.1% |
| 7D | -2.8% | +5.4% | -8.2% | -3.8% |
| 30D | -28.2% | +11.4% | -39.5% | -30.1% |
| 3M | -17.6% | +11.4% | -29.0% | -20.2% |
| 6M | -11.8% | +16.6% | -28.4% | -15.8% |
| YTD | -8.1% | +41.7% | -49.9% | -15.8% |
| 1Y | -12.0% | +35.4% | -47.4% | -18.9% |
| 3Y | +63.3% | +57.3% | +6.0% | +41.4% |
| 5Y | -10.8% | +241.0% | -251.8% | -34.3% |
| All | +216.9% | +16.7% | +200.2% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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