-54.5%
FIS vs BURL
+252.7%
-307.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.9% |
| 7D | -25.5% | +4.1% | -29.6% | -26.6% |
| 30D | -15.1% | -9.5% | -5.6% | -13.7% |
| 3M | -32.1% | -33.5% | +1.4% | -26.2% |
| 6M | -36.1% | -22.1% | -14.0% | -33.3% |
| YTD | -55.4% | -14.6% | -40.8% | -54.7% |
| 1Y | -53.9% | -8.4% | -45.5% | -54.2% |
| 3Y | -39.8% | +86.6% | -126.3% | -52.2% |
| 5Y | -71.1% | -17.2% | -53.9% | -72.7% |
| All | -54.5% | +252.7% | -307.1% | -67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling