-55.3%
FIS vs BURL
+261.4%
-316.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -2.3% |
| 7D | -29.4% | +7.7% | -37.1% | -31.0% |
| 30D | -16.7% | -7.1% | -9.6% | -15.9% |
| 3M | -33.0% | -30.3% | -2.7% | -27.9% |
| 6M | -33.3% | -15.5% | -17.8% | -31.7% |
| YTD | -56.0% | -11.0% | -45.0% | -55.7% |
| 1Y | -54.6% | -8.4% | -46.2% | -54.8% |
| 3Y | -40.6% | +96.7% | -137.3% | -53.5% |
| 5Y | -71.9% | -14.1% | -57.9% | -73.7% |
| 10Y | -55.3% | +255.1% | -310.4% | -67.9% |
| All | -55.3% | +261.4% | -316.7% | -67.9% |
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