+215.9%
FITB vs BURL
+254.9%
-39.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -0.6% | -0.8% | +0.2% | -0.3% |
| 30D | +7.0% | -4.4% | +11.5% | +8.5% |
| 3M | -4.8% | -28.6% | +23.8% | +6.6% |
| 6M | +13.5% | -12.3% | +25.8% | +16.7% |
| YTD | +19.1% | -11.3% | +30.3% | +21.4% |
| 1Y | +30.8% | -10.4% | +41.2% | +31.7% |
| 3Y | +141.6% | +96.1% | +45.5% | +68.0% |
| 5Y | +48.3% | -5.0% | +53.3% | +30.8% |
| 10Y | +215.9% | +251.8% | -35.9% | +100.7% |
| All | +215.9% | +254.9% | -39.0% | +100.7% |
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