+12.0%
FIS vs BURL
+1,051.1%
-1,039.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.5% |
| 7D | +1.1% | -2.8% | +3.9% | +1.7% |
| 30D | -2.2% | -28.2% | +25.9% | +4.9% |
| 3M | +2.1% | -17.6% | +19.7% | +6.2% |
| 6M | -14.7% | -11.8% | -2.9% | -13.2% |
| YTD | -35.7% | -8.1% | -27.6% | -35.3% |
| 1Y | -37.1% | -12.0% | -25.1% | -36.5% |
| 3Y | -20.0% | +63.3% | -83.3% | -32.6% |
| 5Y | -62.1% | -10.8% | -51.3% | -64.6% |
| 10Y | -37.4% | +215.9% | -253.3% | -55.9% |
| All | +12.0% | +1,051.1% | -1,039.1% | -30.8% |
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