+228.6%
FANG vs BURL
-11.0%
+239.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.5% | -2.2% |
| 7D | +0.8% | -2.8% | +3.6% | +1.1% |
| 30D | +7.6% | -28.2% | +35.8% | +12.2% |
| 3M | -1.3% | -17.6% | +16.3% | +0.9% |
| 6M | +14.7% | -11.8% | +26.4% | +15.3% |
| YTD | +34.8% | -8.1% | +42.9% | +34.5% |
| 1Y | +42.9% | -12.0% | +54.9% | +43.0% |
| 3Y | +43.8% | +63.3% | -19.5% | +29.9% |
| All | +228.6% | -11.0% | +239.5% | +247.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling