-56.6%
FICO vs BURL
-5.1%
-51.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.9% | +0.7% |
| 7D | -0.3% | +3.5% | -3.7% | 0.0% |
| 30D | +1.7% | -9.3% | +11.0% | +0.9% |
| 3M | -35.2% | -32.1% | -3.1% | -35.2% |
| 6M | -33.7% | -19.8% | -13.8% | -33.6% |
| YTD | -58.2% | -13.2% | -45.0% | -58.0% |
| 1Y | -56.6% | -7.8% | -48.7% | -56.5% |
| All | -56.6% | -5.1% | -51.5% | -56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling