+19.6%
FLEX vs BURL
-10.6%
+30.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.3% |
| 7D | -13.6% | +5.9% | -19.5% | -14.9% |
| 30D | -36.5% | -8.3% | -28.2% | -34.6% |
| 3M | -36.4% | -31.6% | -4.8% | -28.7% |
| 6M | -46.5% | -16.6% | -29.9% | -45.3% |
| YTD | +25.9% | -12.1% | +38.0% | +29.3% |
| 1Y | +19.6% | -10.0% | +29.5% | +22.2% |
| All | +19.6% | -10.6% | +30.1% | +22.2% |
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 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