-37.5%
FIS vs BURL
+97.8%
-135.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.9% | +5.8% | +6.6% |
| 7D | +1.5% | -0.8% | +2.3% | +1.6% |
| 30D | -11.8% | -4.4% | -7.4% | -11.4% |
| 3M | -28.5% | -28.6% | 0.0% | -25.9% |
| 6M | -27.0% | -12.3% | -14.7% | -26.1% |
| YTD | -53.1% | -11.3% | -41.8% | -52.7% |
| 1Y | -52.8% | -10.4% | -42.3% | -52.4% |
| All | -37.5% | +97.8% | -135.3% | -39.4% |
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