+128.5%
FFIV vs BURL
+258.4%
-129.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.9% | -2.5% | -4.8% |
| 7D | -14.2% | +3.5% | -17.7% | -14.9% |
| 30D | -33.6% | -9.3% | -24.4% | -32.2% |
| 3M | -24.2% | -32.1% | +7.9% | -17.7% |
| 6M | -8.3% | -19.8% | +11.5% | -4.8% |
| YTD | +22.1% | -13.2% | +35.3% | +24.0% |
| 1Y | +26.5% | -7.8% | +34.3% | +25.9% |
| 3Y | +102.3% | +89.3% | +13.0% | +65.0% |
| 5Y | +40.6% | -15.8% | +56.4% | +33.6% |
| All | +128.5% | +258.4% | -129.9% | +65.9% |
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