-97.7%
FCUV vs BURL
+507.0%
-604.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +4.0% |
| 7D | -4.7% | -0.8% | -3.9% | -4.6% |
| 30D | -23.2% | -4.4% | -18.7% | -22.8% |
| 3M | -49.2% | -28.6% | -20.6% | -46.3% |
| 6M | -9.2% | -12.3% | +3.1% | -8.4% |
| YTD | -90.6% | -11.3% | -79.3% | -90.5% |
| 1Y | -97.9% | -10.4% | -87.5% | -97.9% |
| 3Y | -99.5% | +96.1% | -195.6% | -99.6% |
| 5Y | -99.9% | -5.0% | -94.9% | -99.9% |
| 10Y | -99.2% | +251.8% | -351.0% | -99.5% |
| All | -97.7% | +507.0% | -604.7% | -98.3% |
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 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