+1,166.6%
FICO vs BURL
+1,021.0%
+145.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.7% | -10.9% | -5.2% |
| 7D | +0.4% | +10.4% | -10.0% | -2.3% |
| 30D | +1.7% | -4.9% | +6.6% | +2.8% |
| 3M | -33.0% | -29.8% | -3.3% | -27.1% |
| 6M | -33.9% | -16.5% | -17.4% | -31.9% |
| YTD | -58.5% | -10.5% | -48.0% | -58.4% |
| 1Y | -56.4% | -5.3% | -51.0% | -57.2% |
| 3Y | -24.7% | +95.1% | -119.7% | -42.8% |
| 5Y | +83.1% | -12.1% | +95.2% | +67.6% |
| 10Y | +517.2% | +273.2% | +244.0% | +273.0% |
| All | +1,166.6% | +1,021.0% | +145.6% | +577.1% |
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