+141.6%
FITB vs BURL
+87.4%
+54.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +1.9% |
| 7D | +2.8% | -1.6% | +4.3% | +3.1% |
| 30D | +9.8% | -7.7% | +17.5% | +11.5% |
| 3M | -5.2% | -31.7% | +26.5% | +2.5% |
| 6M | +17.3% | -15.2% | +32.5% | +20.0% |
| YTD | +19.3% | -15.9% | +35.2% | +22.3% |
| 1Y | +32.7% | -14.2% | +46.9% | +34.9% |
| 3Y | +141.6% | +93.5% | +48.1% | +126.4% |
| All | +141.6% | +87.4% | +54.2% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling