+149.2%
FDX vs BURL
+252.7%
-103.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.3% |
| 7D | -1.6% | +4.1% | -5.7% | -2.6% |
| 30D | +6.6% | -9.5% | +16.1% | +9.2% |
| 3M | -2.1% | -33.5% | +31.5% | +8.1% |
| 6M | +2.2% | -22.1% | +24.3% | +7.7% |
| YTD | +33.9% | -14.6% | +48.5% | +37.5% |
| 1Y | +50.2% | -8.4% | +58.6% | +50.6% |
| 3Y | +65.5% | +86.6% | -21.0% | +33.7% |
| 5Y | +74.1% | -17.2% | +91.2% | +67.0% |
| All | +149.2% | +252.7% | -103.4% | +78.2% |
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