+87.0%
F vs BURL
+269.3%
-182.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.7% | -4.8% | +0.4% |
| 7D | +6.0% | +10.4% | -4.4% | +2.7% |
| 30D | +4.3% | -4.9% | +9.2% | +5.9% |
| 3M | -10.1% | -29.8% | +19.7% | +0.1% |
| 6M | +12.8% | -16.5% | +29.2% | +17.9% |
| YTD | -0.1% | -10.5% | +10.5% | +1.7% |
| 1Y | +3.7% | -5.3% | +9.0% | +2.6% |
| 3Y | +42.7% | +95.1% | -52.4% | +4.6% |
| 5Y | -11.0% | -12.1% | +1.0% | -18.3% |
| 10Y | +87.0% | +273.2% | -186.1% | +19.7% |
| All | +87.0% | +269.3% | -182.3% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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