+857.3%
FLEX vs BURL
+987.9%
-130.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.7% | -12.7% |
| 7D | -28.3% | +3.5% | -31.8% | -29.3% |
| 30D | -45.0% | -9.3% | -35.7% | -43.6% |
| 3M | -45.2% | -32.1% | -13.1% | -38.7% |
| 6M | -30.8% | -19.8% | -11.0% | -27.1% |
| YTD | +10.4% | -13.2% | +23.6% | +13.6% |
| 1Y | +2.3% | -7.8% | +10.1% | +2.5% |
| 3Y | +238.9% | +89.3% | +149.6% | +164.4% |
| 5Y | +386.0% | -15.8% | +401.8% | +363.7% |
| 10Y | +551.1% | +262.2% | +288.9% | +334.5% |
| All | +857.3% | +987.9% | -130.6% | +471.2% |
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 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