+25.0%
FLEX vs BURL
-4.6%
+29.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +7.7% | -20.0% | -14.0% |
| 7D | -17.0% | +10.4% | -27.4% | -19.1% |
| 30D | -33.8% | -4.9% | -28.9% | -32.7% |
| 3M | -39.0% | -29.8% | -9.3% | -32.4% |
| 6M | -15.9% | -16.5% | +0.6% | -13.7% |
| YTD | +27.8% | -10.5% | +38.4% | +30.6% |
| 1Y | +25.0% | -5.3% | +30.3% | +26.3% |
| All | +25.0% | -4.6% | +29.5% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling