+499.9%
FAST vs BURL
+215.5%
+284.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.9% | +0.3% |
| 7D | -0.4% | -2.8% | +2.4% | +0.1% |
| 30D | -0.8% | -28.2% | +27.4% | +5.3% |
| 3M | +5.8% | -17.6% | +23.3% | +9.2% |
| 6M | +8.0% | -11.8% | +19.8% | +9.8% |
| YTD | +25.6% | -8.1% | +33.8% | +26.7% |
| 1Y | +0.8% | -12.0% | +12.8% | +1.8% |
| 3Y | +86.1% | +63.3% | +22.8% | +63.0% |
| 5Y | +100.2% | -10.8% | +111.0% | +91.1% |
| All | +499.9% | +215.5% | +284.4% | +330.9% |
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