+488.5%
FIX vs BURL
+95.5%
+393.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +7.7% | -22.8% | -17.4% |
| 7D | -18.9% | +10.4% | -29.3% | -21.7% |
| 30D | -36.3% | -4.9% | -31.4% | -35.5% |
| 3M | -38.5% | -29.8% | -8.8% | -31.4% |
| 6M | -42.3% | -16.5% | -25.8% | -40.1% |
| YTD | +17.1% | -10.5% | +27.6% | +18.6% |
| 1Y | +14.4% | -5.3% | +19.7% | +12.3% |
| All | +488.5% | +95.5% | +393.0% | +419.8% |
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 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