+28.8%
FITB vs BURL
-7.8%
+36.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -1.5% | +4.1% | -5.6% | -2.2% |
| 30D | +5.8% | -9.5% | +15.3% | +7.4% |
| 3M | -6.1% | -33.5% | +27.4% | +0.8% |
| 6M | +5.9% | -22.1% | +28.0% | +9.6% |
| YTD | +16.1% | -14.6% | +30.7% | +19.1% |
| 1Y | +28.8% | -8.4% | +37.2% | +31.8% |
| All | +28.8% | -7.8% | +36.7% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling