+902.7%
BURL vs FLR
-28.8%
+931.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.5% | +2.6% | -1.9% |
| 7D | +3.5% | -5.4% | +8.9% | +4.6% |
| 30D | -9.3% | -13.5% | +4.2% | -6.9% |
| 3M | -32.1% | -10.8% | -21.3% | -31.2% |
| 6M | -19.8% | -15.1% | -4.7% | -18.6% |
| YTD | -13.2% | +13.5% | -26.7% | -17.2% |
| 1Y | -7.8% | -5.1% | -2.7% | -9.1% |
| 3Y | +89.3% | +22.7% | +66.6% | +71.3% |
| 5Y | -15.8% | +94.8% | -110.6% | -31.5% |
| 10Y | +262.2% | +8.7% | +253.4% | +167.5% |
| All | +902.7% | -28.8% | +931.5% | +657.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling