+726.2%
FLEX vs BURL
-13.9%
+740.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.7% | +8.1% | +5.5% |
| 7D | +7.0% | -2.6% | +9.5% | +7.7% |
| 30D | -5.8% | -30.8% | +25.0% | +4.9% |
| 3M | -24.2% | -18.7% | -5.6% | -20.2% |
| 6M | +90.8% | -16.4% | +107.2% | +99.3% |
| YTD | +89.2% | -11.6% | +100.8% | +94.2% |
| 1Y | +104.7% | -12.0% | +116.7% | +108.8% |
| 3Y | +478.1% | +63.6% | +414.5% | +388.1% |
| 5Y | +726.2% | -12.6% | +738.8% | +696.1% |
| All | +726.2% | -13.9% | +740.1% | +696.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling