+177.5%
FANG vs BURL
+188.6%
-11.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.4% | +7.9% | +3.3% |
| 7D | -0.4% | -7.0% | +6.6% | +1.6% |
| 30D | +2.4% | -35.6% | +38.0% | +15.9% |
| 3M | +4.9% | -26.3% | +31.2% | +13.6% |
| 6M | +12.0% | -20.7% | +32.7% | +17.2% |
| YTD | +37.1% | -17.2% | +54.3% | +40.8% |
| 1Y | +52.3% | -15.0% | +67.3% | +53.7% |
| 3Y | +45.0% | +53.2% | -8.3% | +14.4% |
| 5Y | +231.0% | -18.7% | +249.7% | +213.1% |
| 10Y | +177.5% | +192.1% | -14.6% | +87.8% |
| All | +177.5% | +188.6% | -11.1% | +87.8% |
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