+184.5%
FDX vs BURL
+215.5%
-31.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.2% |
| 7D | -2.5% | -2.8% | +0.3% | -1.9% |
| 30D | +3.8% | -28.2% | +32.0% | +12.7% |
| 3M | -1.3% | -17.6% | +16.3% | +3.3% |
| 6M | +5.0% | -11.8% | +16.8% | +7.5% |
| YTD | +39.6% | -8.1% | +47.8% | +41.2% |
| 1Y | +81.1% | -12.0% | +93.1% | +83.7% |
| 3Y | +63.0% | +63.3% | -0.3% | +36.6% |
| 5Y | +65.6% | -10.8% | +76.4% | +56.1% |
| All | +184.5% | +215.5% | -31.0% | +109.7% |
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