+574.2%
FAST vs BURL
+258.4%
+315.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.4% | 0.0% |
| 7D | +0.7% | +3.5% | -2.8% | 0.0% |
| 30D | +4.6% | -9.3% | +13.9% | +6.4% |
| 3M | +6.4% | -32.1% | +38.5% | +13.6% |
| 6M | +20.6% | -19.8% | +40.4% | +24.5% |
| YTD | +34.7% | -13.2% | +47.9% | +36.8% |
| 1Y | +29.7% | -7.8% | +37.5% | +29.8% |
| 3Y | +89.9% | +89.3% | +0.6% | +61.5% |
| 5Y | +105.0% | -15.8% | +120.8% | +97.5% |
| All | +574.2% | +258.4% | +315.8% | +390.3% |
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