+4.4%
FICO vs BURL
+63.9%
-59.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.6% | -19.3% | -17.0% |
| 7D | -19.2% | -2.8% | -16.4% | -18.9% |
| 30D | -14.6% | -28.2% | +13.6% | -11.0% |
| 3M | -20.1% | -17.6% | -2.5% | -18.2% |
| 6M | -36.3% | -11.8% | -24.5% | -35.8% |
| YTD | -44.9% | -8.1% | -36.7% | -44.8% |
| 1Y | -38.6% | -12.0% | -26.7% | -38.3% |
| All | +4.4% | +63.9% | -59.5% | -0.8% |
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