+494.6%
FERG vs BURL
+261.4%
+233.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +4.2% | +7.0% | +10.6% |
| 7D | +7.3% | +7.7% | -0.4% | +6.2% |
| 30D | +18.1% | -7.1% | +25.3% | +19.4% |
| 3M | +1.6% | -30.3% | +31.9% | +6.9% |
| 6M | +8.5% | -15.5% | +24.1% | +10.7% |
| YTD | +18.6% | -11.0% | +29.5% | +19.9% |
| 1Y | +5.7% | -8.4% | +14.1% | +6.2% |
| 3Y | +74.0% | +96.7% | -22.7% | +57.1% |
| 5Y | +83.9% | -14.1% | +97.9% | +74.0% |
| 10Y | +494.6% | +255.1% | +239.5% | +447.5% |
| All | +494.6% | +261.4% | +233.2% | +447.5% |
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