+49.0%
FE vs BURL
-11.0%
+60.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.7% |
| 7D | +1.9% | -2.8% | +4.7% | +2.1% |
| 30D | -1.2% | -28.2% | +27.0% | +0.4% |
| 3M | +3.5% | -17.6% | +21.1% | +4.4% |
| 6M | -6.1% | -11.8% | +5.7% | -5.7% |
| YTD | +7.6% | -8.1% | +15.8% | +7.8% |
| 1Y | +11.9% | -12.0% | +23.9% | +12.2% |
| 3Y | +48.4% | +63.3% | -14.9% | +40.8% |
| All | +49.0% | -11.0% | +60.0% | +42.4% |
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