+251.8%
BURL vs FLR
+9.0%
+242.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | -0.8% | +6.3% | -7.1% | -2.0% |
| 30D | -4.4% | +1.8% | -6.3% | -5.0% |
| 3M | -28.6% | -4.4% | -24.2% | -28.3% |
| 6M | -12.3% | +15.9% | -28.2% | -16.1% |
| YTD | -11.3% | +27.7% | -39.0% | -17.3% |
| 1Y | -10.4% | +11.6% | -22.1% | -14.5% |
| 3Y | +96.1% | +39.9% | +56.2% | +73.0% |
| 5Y | -5.0% | +127.5% | -132.5% | -24.9% |
| 10Y | +251.8% | +11.6% | +240.2% | +145.2% |
| All | +251.8% | +9.0% | +242.8% | +145.2% |
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