+244.2%
FITB vs BURL
+252.7%
-8.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.2% |
| 7D | -1.5% | +4.1% | -5.6% | -3.0% |
| 30D | +5.8% | -9.5% | +15.3% | +9.4% |
| 3M | -6.1% | -33.5% | +27.4% | +7.8% |
| 6M | +5.9% | -22.1% | +28.0% | +13.8% |
| YTD | +16.1% | -14.6% | +30.7% | +20.0% |
| 1Y | +28.8% | -8.4% | +37.2% | +28.5% |
| 3Y | +126.0% | +86.6% | +39.5% | +60.2% |
| 5Y | +45.3% | -17.2% | +62.5% | +36.2% |
| All | +244.2% | +252.7% | -8.5% | +124.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling