+46.9%
FE vs BURL
+95.5%
-48.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -0.2% |
| 7D | +1.7% | +10.4% | -8.7% | +1.4% |
| 30D | +8.1% | -4.9% | +13.1% | +8.2% |
| 3M | -1.3% | -29.8% | +28.4% | -0.6% |
| 6M | +2.9% | -16.5% | +19.4% | +3.3% |
| YTD | +8.6% | -10.5% | +19.1% | +8.7% |
| 1Y | +6.3% | -5.3% | +11.7% | +6.3% |
| All | +46.9% | +95.5% | -48.6% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling