+3,459.3%
FIX vs BURL
+258.4%
+3,200.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.9% | -8.6% | -10.6% |
| 7D | -27.2% | +3.5% | -30.7% | -28.4% |
| 30D | -46.9% | -9.3% | -37.6% | -45.5% |
| 3M | -44.4% | -32.1% | -12.3% | -37.3% |
| 6M | -50.9% | -19.8% | -31.1% | -48.3% |
| YTD | +3.5% | -13.2% | +16.7% | +6.1% |
| 1Y | -2.1% | -7.8% | +5.7% | -2.6% |
| 3Y | +418.7% | +89.3% | +329.4% | +295.0% |
| 5Y | +894.6% | -15.8% | +910.4% | +853.1% |
| All | +3,459.3% | +258.4% | +3,200.9% | +2,180.8% |
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 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