-79.1%
FIG vs BURL
-4.6%
-74.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -4.6% |
| 7D | -16.3% | -2.8% | -13.5% | -16.1% |
| 30D | -14.3% | -28.2% | +13.8% | -11.4% |
| 3M | +7.2% | -17.6% | +24.7% | +9.5% |
| 6M | -18.6% | -11.8% | -6.8% | -18.5% |
| YTD | -35.5% | -8.1% | -27.3% | -36.8% |
| 1Y | -55.8% | -12.0% | -43.8% | -60.7% |
| All | -79.1% | -4.6% | -74.5% | -81.8% |
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