+266.8%
FFIV vs BURL
+1,021.0%
-754.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -2.1% |
| 7D | -9.8% | +10.4% | -20.2% | -11.7% |
| 30D | -28.1% | -4.9% | -23.2% | -27.4% |
| 3M | -20.0% | -29.8% | +9.7% | -14.2% |
| 6M | -0.1% | -16.5% | +16.4% | +2.6% |
| YTD | +29.2% | -10.5% | +39.7% | +30.2% |
| 1Y | +36.6% | -5.3% | +41.9% | +35.3% |
| 3Y | +114.0% | +95.1% | +18.9% | +76.4% |
| 5Y | +48.1% | -12.1% | +60.2% | +39.4% |
| 10Y | +142.9% | +273.2% | -130.2% | +69.8% |
| All | +266.8% | +1,021.0% | -754.1% | +104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling