+79.0%
FDX vs BURL
-15.9%
+94.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -3.2% |
| 7D | +2.9% | +3.5% | -0.6% | +2.2% |
| 30D | +9.6% | -9.3% | +18.9% | +11.8% |
| 3M | +2.4% | -32.1% | +34.5% | +10.8% |
| 6M | +9.2% | -19.8% | +29.0% | +13.5% |
| YTD | +37.7% | -13.2% | +50.9% | +40.4% |
| 1Y | +56.1% | -7.8% | +64.0% | +56.4% |
| 3Y | +68.9% | +89.3% | -20.4% | +43.1% |
| 5Y | +79.0% | -15.8% | +94.8% | +66.9% |
| All | +79.0% | -15.9% | +94.8% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling