+7,034.7%
FIX vs BURL
+1,021.0%
+6,013.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -35.7% |
| 3M | -38.5% | -29.8% | -8.8% | -32.2% |
| 6M | -42.3% | -16.5% | -25.8% | -40.2% |
| YTD | +17.1% | -10.5% | +27.6% | +18.6% |
| 1Y | +14.4% | -5.3% | +19.7% | +12.9% |
| 3Y | +486.7% | +95.1% | +391.6% | +356.6% |
| 5Y | +1,083.7% | -12.1% | +1,095.8% | +1,014.7% |
| 10Y | +3,932.4% | +273.2% | +3,659.3% | +2,532.4% |
| All | +7,034.7% | +1,021.0% | +6,013.8% | +4,096.0% |
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