+291.7%
FITB vs BURL
+215.5%
+76.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.1% |
| 7D | +0.6% | -2.8% | +3.4% | +1.6% |
| 30D | -4.7% | -28.2% | +23.4% | +7.0% |
| 3M | +6.7% | -17.6% | +24.3% | +13.6% |
| 6M | +12.6% | -11.8% | +24.3% | +15.9% |
| YTD | +19.1% | -8.1% | +27.3% | +20.7% |
| 1Y | +22.6% | -12.0% | +34.6% | +24.7% |
| 3Y | +127.1% | +63.3% | +63.8% | +71.4% |
| 5Y | +71.8% | -10.8% | +82.6% | +57.4% |
| All | +291.7% | +215.5% | +76.2% | +151.7% |
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