+117.8%
FFIV vs BURL
+232.1%
-114.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.9% | -1.9% |
| 7D | -0.5% | -1.6% | +1.0% | -0.2% |
| 30D | -32.4% | -7.7% | -24.6% | -31.2% |
| 3M | -25.7% | -31.7% | +6.0% | -19.4% |
| 6M | -13.5% | -15.2% | +1.7% | -11.3% |
| YTD | +21.1% | -15.9% | +37.0% | +23.9% |
| 1Y | +29.4% | -14.2% | +43.6% | +31.1% |
| 3Y | +94.9% | +93.5% | +1.4% | +58.0% |
| 5Y | +34.7% | -9.9% | +44.6% | +25.9% |
| All | +117.8% | +232.1% | -114.3% | +59.1% |
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