+506.3%
FANG vs BURL
+1,051.1%
-544.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.5% | -2.5% |
| 7D | +0.8% | -2.8% | +3.6% | +1.5% |
| 30D | +7.6% | -28.2% | +35.8% | +17.3% |
| 3M | -1.3% | -17.6% | +16.3% | +3.2% |
| 6M | +14.7% | -11.8% | +26.4% | +16.2% |
| YTD | +34.8% | -8.1% | +42.9% | +34.7% |
| 1Y | +42.9% | -12.0% | +54.9% | +43.4% |
| 3Y | +43.8% | +63.3% | -19.5% | +14.8% |
| 5Y | +225.8% | -10.8% | +236.6% | +199.9% |
| 10Y | +171.9% | +215.9% | -44.0% | +83.4% |
| All | +506.3% | +1,051.1% | -544.8% | +239.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling