-19.5%
FIS vs BURL
+1,021.0%
-1,040.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +7.7% | -31.4% | -25.3% |
| 7D | -18.4% | +10.4% | -28.8% | -20.6% |
| 30D | -11.4% | -4.9% | -6.4% | -10.9% |
| 3M | -32.0% | -29.8% | -2.2% | -27.3% |
| 6M | -35.6% | -16.5% | -19.1% | -34.0% |
| YTD | -53.8% | -10.5% | -43.2% | -53.6% |
| 1Y | -51.1% | -5.3% | -45.8% | -51.7% |
| 3Y | -37.9% | +95.1% | -132.9% | -50.2% |
| 5Y | -69.6% | -12.1% | -57.5% | -71.6% |
| 10Y | -52.2% | +273.2% | -325.3% | -67.4% |
| All | -19.5% | +1,021.0% | -1,040.5% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling