+110.6%
FE vs BURL
+269.3%
-158.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -1.0% |
| 7D | +1.7% | +10.4% | -8.7% | +0.4% |
| 30D | +8.1% | -4.9% | +13.1% | +8.7% |
| 3M | -1.3% | -29.8% | +28.4% | +2.8% |
| 6M | +2.9% | -16.5% | +19.4% | +4.6% |
| YTD | +8.6% | -10.5% | +19.1% | +9.1% |
| 1Y | +6.3% | -5.3% | +11.7% | +5.8% |
| 3Y | +45.1% | +95.1% | -49.9% | +26.0% |
| 5Y | +47.1% | -12.1% | +59.2% | +41.7% |
| 10Y | +110.6% | +273.2% | -162.6% | +75.8% |
| All | +110.6% | +269.3% | -158.7% | +75.8% |
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 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