+86.6%
BURL vs FLR
+27.4%
+59.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.9% | -2.2% |
| 7D | +4.1% | -0.8% | +4.9% | +4.2% |
| 30D | -9.5% | -9.1% | -0.4% | -8.0% |
| 3M | -33.5% | -4.7% | -28.9% | -33.5% |
| 6M | -22.1% | -14.2% | -7.8% | -21.0% |
| YTD | -14.6% | +17.3% | -31.9% | -20.0% |
| 1Y | -8.4% | +4.3% | -12.6% | -12.0% |
| 3Y | +86.6% | +30.7% | +55.8% | +62.9% |
| All | +86.6% | +27.4% | +59.1% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling