+46.3%
FE vs BURL
-15.9%
+62.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | 0.0% |
| 7D | +0.6% | +3.5% | -2.9% | +0.4% |
| 30D | +6.4% | -9.3% | +15.7% | +6.9% |
| 3M | -0.5% | -32.1% | +31.6% | +1.3% |
| 6M | +4.7% | -19.8% | +24.6% | +5.7% |
| YTD | +8.4% | -13.2% | +21.6% | +8.8% |
| 1Y | +7.2% | -7.8% | +15.1% | +7.2% |
| 3Y | +44.9% | +89.3% | -44.4% | +36.0% |
| 5Y | +46.3% | -15.8% | +62.1% | +40.2% |
| All | +46.3% | -15.9% | +62.1% | +40.2% |
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 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