+1,008.1%
FLEX vs BURL
+1,021.0%
-12.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +7.7% | -20.0% | -14.7% |
| 7D | -17.0% | +10.4% | -27.4% | -19.9% |
| 30D | -33.8% | -4.9% | -28.9% | -33.1% |
| 3M | -39.0% | -29.8% | -9.3% | -32.6% |
| 6M | -15.9% | -16.5% | +0.6% | -12.6% |
| YTD | +27.8% | -10.5% | +38.4% | +30.1% |
| 1Y | +25.0% | -5.3% | +30.3% | +24.0% |
| 3Y | +292.3% | +95.1% | +197.2% | +202.8% |
| 5Y | +472.6% | -12.1% | +484.7% | +438.1% |
| 10Y | +653.7% | +273.2% | +380.5% | +397.6% |
| All | +1,008.1% | +1,021.0% | -12.9% | +554.1% |
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 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