+777.0%
FIX vs BURL
+63.9%
+713.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.1% |
| 7D | +6.0% | -2.8% | +8.8% | +6.9% |
| 30D | -7.2% | -28.2% | +20.9% | +3.0% |
| 3M | -15.9% | -17.6% | +1.7% | -11.2% |
| 6M | +12.7% | -11.8% | +24.5% | +15.4% |
| YTD | +72.8% | -8.1% | +80.9% | +74.5% |
| 1Y | +122.9% | -12.0% | +134.8% | +126.6% |
| All | +777.0% | +63.9% | +713.0% | +687.8% |
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