-84.0%
FIG vs BURL
-9.8%
-74.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.9% | -13.7% | -16.2% |
| 7D | -17.4% | +3.5% | -20.9% | -17.6% |
| 30D | -15.9% | -9.3% | -6.6% | -15.0% |
| 3M | -34.5% | -32.1% | -2.4% | -31.7% |
| 6M | -5.0% | -19.8% | +14.8% | -3.2% |
| YTD | -50.7% | -13.2% | -37.5% | -51.3% |
| 1Y | -58.1% | -7.8% | -50.3% | -60.3% |
| All | -84.0% | -9.8% | -74.2% | -86.0% |
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