-20.5%
FIS vs BURL
+987.9%
-1,008.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.6% |
| 7D | -21.2% | +3.5% | -24.6% | -22.2% |
| 30D | -12.1% | -9.3% | -2.8% | -10.7% |
| 3M | -30.6% | -32.1% | +1.5% | -25.3% |
| 6M | -35.5% | -19.8% | -15.7% | -33.3% |
| YTD | -54.4% | -13.2% | -41.2% | -53.8% |
| 1Y | -52.9% | -7.8% | -45.0% | -53.2% |
| 3Y | -38.7% | +89.3% | -128.0% | -50.5% |
| 5Y | -70.4% | -15.8% | -54.6% | -72.2% |
| 10Y | -52.8% | +262.2% | -314.9% | -67.6% |
| All | -20.5% | +987.9% | -1,008.5% | -50.7% |
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 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