-54.3%
FIS vs BURL
+244.4%
-298.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.7% | -4.4% | -5.7% |
| 7D | -3.5% | +0.4% | -3.9% | -3.6% |
| 30D | -19.4% | -4.3% | -15.1% | -19.1% |
| 3M | -31.6% | -28.8% | -2.8% | -26.7% |
| 6M | -32.5% | -12.8% | -19.7% | -31.4% |
| YTD | -56.0% | -12.8% | -43.2% | -55.5% |
| 1Y | -55.5% | -12.3% | -43.3% | -55.4% |
| 3Y | -41.3% | +92.7% | -134.0% | -53.9% |
| 5Y | -72.3% | -6.5% | -65.7% | -74.6% |
| All | -54.3% | +244.4% | -298.7% | -67.3% |
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