+92.9%
FFIV vs BURL
-11.0%
+103.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.0% |
| 7D | -1.0% | -2.8% | +1.8% | -0.4% |
| 30D | -5.1% | -28.2% | +23.1% | +1.7% |
| 3M | -4.5% | -17.6% | +13.1% | -0.9% |
| 6M | +36.5% | -11.8% | +48.2% | +38.5% |
| YTD | +53.0% | -8.1% | +61.1% | +53.7% |
| 1Y | +24.2% | -12.0% | +36.2% | +25.2% |
| 3Y | +137.2% | +63.3% | +73.9% | +103.4% |
| All | +92.9% | -11.0% | +103.9% | +83.5% |
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 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