+5,892.0%
FIX vs BURL
+215.5%
+5,676.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.0% |
| 7D | +6.0% | -2.8% | +8.8% | +7.0% |
| 30D | -7.2% | -28.2% | +20.9% | +3.4% |
| 3M | -15.9% | -17.6% | +1.7% | -10.9% |
| 6M | +12.7% | -11.8% | +24.5% | +15.8% |
| YTD | +72.8% | -8.1% | +80.9% | +75.1% |
| 1Y | +122.9% | -12.0% | +134.8% | +127.1% |
| 3Y | +774.3% | +63.3% | +711.0% | +604.4% |
| 5Y | +2,049.5% | -10.8% | +2,060.3% | +1,933.4% |
| All | +5,892.0% | +215.5% | +5,676.5% | +3,728.6% |
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