+323.9%
FDX vs BURL
+1,021.0%
-697.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.7% | -4.1% | +1.8% |
| 7D | +8.1% | +10.4% | -2.3% | +5.6% |
| 30D | +13.9% | -4.9% | +18.9% | +15.1% |
| 3M | +5.5% | -29.8% | +35.3% | +14.1% |
| 6M | +15.1% | -16.5% | +31.6% | +18.9% |
| YTD | +43.2% | -10.5% | +53.7% | +45.1% |
| 1Y | +65.0% | -5.3% | +70.4% | +64.2% |
| 3Y | +75.7% | +95.1% | -19.4% | +43.6% |
| 5Y | +84.4% | -12.1% | +96.4% | +74.1% |
| 10Y | +174.4% | +273.2% | -98.8% | +91.8% |
| All | +323.9% | +1,021.0% | -697.1% | +174.8% |
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