+354.9%
FITB vs BURL
+987.9%
-633.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.4% |
| 7D | -1.8% | +3.5% | -5.3% | -3.0% |
| 30D | +4.8% | -9.3% | +14.1% | +7.9% |
| 3M | -6.4% | -32.1% | +25.7% | +5.3% |
| 6M | +7.9% | -19.8% | +27.7% | +14.1% |
| YTD | +17.0% | -13.2% | +30.2% | +20.0% |
| 1Y | +29.9% | -7.8% | +37.8% | +29.6% |
| 3Y | +124.8% | +89.3% | +35.5% | +66.2% |
| 5Y | +46.4% | -15.8% | +62.2% | +36.5% |
| 10Y | +258.1% | +262.2% | -4.0% | +131.4% |
| All | +354.9% | +987.9% | -633.1% | +171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling