+159.6%
FANG vs BURL
+232.1%
-72.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +2.5% |
| 7D | +4.0% | -1.6% | +5.6% | +4.4% |
| 30D | -5.8% | -7.7% | +2.0% | -4.0% |
| 3M | -6.7% | -31.7% | +25.0% | +3.0% |
| 6M | -6.4% | -15.2% | +8.7% | -4.2% |
| YTD | +25.9% | -15.9% | +41.9% | +27.7% |
| 1Y | +31.1% | -14.2% | +45.3% | +31.2% |
| 3Y | +31.3% | +93.5% | -62.2% | -5.1% |
| 5Y | +108.3% | -9.9% | +118.2% | +87.3% |
| All | +159.6% | +232.1% | -72.5% | +80.8% |
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