+421.0%
FERG vs BURL
+244.4%
+176.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.4% |
| 7D | +8.2% | +0.4% | +7.7% | +8.2% |
| 30D | +14.4% | -4.3% | +18.7% | +15.1% |
| 3M | +4.3% | -28.8% | +33.1% | +9.4% |
| 6M | +7.9% | -12.8% | +20.7% | +9.6% |
| YTD | +16.3% | -12.8% | +29.1% | +18.0% |
| 1Y | +2.2% | -12.3% | +14.5% | +3.4% |
| 3Y | +67.3% | +92.7% | -25.4% | +51.4% |
| 5Y | +75.3% | -6.5% | +81.9% | +65.5% |
| All | +421.0% | +244.4% | +176.6% | +371.4% |
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 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