+481.3%
FAST vs BURL
+1,021.0%
-539.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | +0.4% |
| 7D | +3.4% | +10.4% | -7.0% | +1.7% |
| 30D | +5.5% | -4.9% | +10.4% | +6.3% |
| 3M | +7.6% | -29.8% | +37.3% | +13.8% |
| 6M | +19.8% | -16.5% | +36.3% | +22.6% |
| YTD | +35.5% | -10.5% | +46.0% | +36.8% |
| 1Y | +31.6% | -5.3% | +36.9% | +31.2% |
| 3Y | +91.0% | +95.1% | -4.0% | +63.9% |
| 5Y | +105.1% | -12.1% | +117.2% | +95.8% |
| 10Y | +598.2% | +273.2% | +325.1% | +411.6% |
| All | +481.3% | +1,021.0% | -539.7% | +276.8% |
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