+434.6%
FERG vs BURL
+252.7%
+181.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -2.1% | +4.1% | -6.2% | -2.7% |
| 30D | +8.7% | -9.5% | +18.1% | +10.2% |
| 3M | -7.4% | -33.5% | +26.1% | -2.0% |
| 6M | -6.6% | -22.1% | +15.5% | -3.7% |
| YTD | +6.6% | -14.6% | +21.2% | +8.4% |
| 1Y | -3.6% | -8.4% | +4.8% | -3.2% |
| 3Y | +56.4% | +86.6% | -30.2% | +42.2% |
| 5Y | +67.5% | -17.2% | +84.7% | +59.4% |
| All | +434.6% | +252.7% | +181.9% | +393.3% |
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