+442.2%
FANG vs BURL
+1,015.7%
-573.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.7% | -1.5% |
| 7D | -10.8% | +7.7% | -18.5% | -12.7% |
| 30D | -7.3% | -7.1% | -0.1% | -5.8% |
| 3M | -4.7% | -30.3% | +25.6% | +3.9% |
| 6M | -4.5% | -15.5% | +11.0% | -2.2% |
| YTD | +20.5% | -11.0% | +31.5% | +20.5% |
| 1Y | +27.0% | -8.4% | +35.4% | +25.1% |
| 3Y | +27.8% | +96.7% | -68.8% | -4.2% |
| 5Y | +94.0% | -14.1% | +108.1% | +79.5% |
| 10Y | +138.7% | +255.1% | -116.3% | +57.4% |
| All | +442.2% | +1,015.7% | -573.5% | +203.5% |
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