-70.4%
FIS vs BURL
-15.9%
-54.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.8% |
| 7D | -21.2% | +3.5% | -24.6% | -21.9% |
| 30D | -12.1% | -9.3% | -2.8% | -11.0% |
| 3M | -30.6% | -32.1% | +1.5% | -26.4% |
| 6M | -35.5% | -19.8% | -15.7% | -33.7% |
| YTD | -54.4% | -13.2% | -41.2% | -53.9% |
| 1Y | -52.9% | -7.8% | -45.0% | -53.1% |
| 3Y | -38.7% | +89.3% | -128.0% | -48.8% |
| 5Y | -70.4% | -15.8% | -54.6% | -72.7% |
| All | -70.4% | -15.9% | -54.6% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling