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  • FIX vs BURL✓SelectedUSD · BURLFIX vs BURL performance historyLatest closeAs of+1.91%09/04
Stock and ETF performance explorer

FIX vs BURL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+10,428.0%
BURL return
+1,051.1%
Excess return
+9,376.9%
Maximum drawdown
-49.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBURLExcessAlpha
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%+2.4%
3M-15.9%-17.6%+1.7%-11.3%
6M+12.7%-11.8%+24.5%+15.6%
YTD+72.8%-8.1%+80.9%+75.0%
1Y+122.9%-12.0%+134.8%+126.9%
3Y+774.3%+63.3%+711.0%+621.5%
5Y+2,049.5%-10.8%+2,060.3%+1,930.3%
10Y+5,821.5%+215.9%+5,605.5%+3,889.8%
All+10,428.0%+1,051.1%+9,376.9%+6,093.2%

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