+47.1%
FE vs BURL
-10.9%
+58.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -0.4% |
| 7D | +1.7% | +10.4% | -8.7% | +1.2% |
| 30D | +8.1% | -4.9% | +13.1% | +8.3% |
| 3M | -1.3% | -29.8% | +28.4% | +0.3% |
| 6M | +2.9% | -16.5% | +19.4% | +3.6% |
| YTD | +8.6% | -10.5% | +19.1% | +8.8% |
| 1Y | +6.3% | -5.3% | +11.7% | +6.1% |
| 3Y | +45.1% | +95.1% | -49.9% | +36.0% |
| 5Y | +47.1% | -12.1% | +59.2% | +40.7% |
| All | +47.1% | -10.9% | +58.1% | +40.7% |
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