-38.4%
FIS vs BURL
+89.8%
-128.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.0% |
| 7D | -21.2% | +3.5% | -24.6% | -21.5% |
| 30D | -12.1% | -9.3% | -2.8% | -11.2% |
| 3M | -30.6% | -32.1% | +1.5% | -27.8% |
| 6M | -35.5% | -19.8% | -15.7% | -34.1% |
| YTD | -54.4% | -13.2% | -41.2% | -53.9% |
| 1Y | -52.9% | -7.8% | -45.0% | -52.8% |
| All | -38.4% | +89.8% | -128.1% | -40.4% |
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