+46.4%
FITB vs BURL
-15.9%
+62.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.6% |
| 7D | -1.8% | +3.5% | -5.3% | -2.7% |
| 30D | +4.8% | -9.3% | +14.1% | +7.1% |
| 3M | -6.4% | -32.1% | +25.7% | +2.3% |
| 6M | +7.9% | -19.8% | +27.7% | +12.6% |
| YTD | +17.0% | -13.2% | +30.2% | +19.4% |
| 1Y | +29.9% | -7.8% | +37.8% | +29.9% |
| 3Y | +124.8% | +89.3% | +35.5% | +81.2% |
| 5Y | +46.4% | -15.8% | +62.2% | +35.9% |
| All | +46.4% | -15.9% | +62.3% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling