-24.4%
FICO vs BURL
+95.5%
-120.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.7% | -10.9% | -4.0% |
| 7D | +0.4% | +10.4% | -10.0% | -0.7% |
| 30D | +1.7% | -4.9% | +6.6% | +2.1% |
| 3M | -33.0% | -29.8% | -3.3% | -30.1% |
| 6M | -33.9% | -16.5% | -17.4% | -32.8% |
| YTD | -58.5% | -10.5% | -48.0% | -58.5% |
| 1Y | -56.4% | -5.3% | -51.0% | -56.9% |
| All | -24.4% | +95.5% | -120.0% | -27.4% |
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