-23.8%
FICO vs BURL
+89.8%
-113.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.9% | +1.2% |
| 7D | -0.3% | +3.5% | -3.7% | -0.7% |
| 30D | +1.7% | -9.3% | +11.0% | +2.7% |
| 3M | -35.2% | -32.1% | -3.1% | -32.1% |
| 6M | -33.7% | -19.8% | -13.8% | -32.3% |
| YTD | -58.2% | -13.2% | -45.0% | -58.0% |
| 1Y | -56.6% | -7.8% | -48.7% | -57.0% |
| All | -23.8% | +89.8% | -113.5% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling