+430.7%
FCX vs BURL
+261.4%
+169.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.2% | +0.7% | +3.4% |
| 7D | -1.0% | +7.7% | -8.7% | -3.7% |
| 30D | -15.2% | -7.1% | -8.1% | -13.1% |
| 3M | -10.3% | -30.3% | +20.0% | +1.3% |
| 6M | +1.6% | -15.5% | +17.1% | +5.8% |
| YTD | +23.9% | -11.0% | +34.8% | +26.3% |
| 1Y | +58.0% | -8.4% | +66.5% | +58.3% |
| 3Y | +94.6% | +96.7% | -2.1% | +38.4% |
| 5Y | +70.4% | -14.1% | +84.4% | +58.9% |
| 10Y | +430.7% | +255.1% | +175.6% | +186.0% |
| All | +430.7% | +261.4% | +169.3% | +186.0% |
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