+71.5%
FERG vs BURL
-11.0%
+82.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +1.8% |
| 7D | 0.0% | -2.8% | +2.8% | +0.6% |
| 30D | -10.2% | -28.2% | +18.0% | -3.7% |
| 3M | -0.6% | -17.6% | +17.0% | +3.4% |
| 6M | -6.5% | -11.8% | +5.3% | -4.6% |
| YTD | +4.2% | -8.1% | +12.3% | +5.3% |
| 1Y | -2.3% | -12.0% | +9.7% | -0.9% |
| 3Y | +48.5% | +63.3% | -14.8% | +29.6% |
| All | +71.5% | -11.0% | +82.5% | +57.2% |
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