+1,471.0%
FLEX vs BURL
+1,051.1%
+419.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.7% |
| 7D | -0.9% | -2.8% | +1.9% | 0.0% |
| 30D | -10.1% | -28.2% | +18.0% | -0.6% |
| 3M | -31.3% | -17.6% | -13.8% | -27.7% |
| 6M | +71.3% | -11.8% | +83.0% | +76.3% |
| YTD | +81.2% | -8.1% | +89.4% | +84.3% |
| 1Y | +98.5% | -12.0% | +110.4% | +102.8% |
| 3Y | +428.2% | +63.3% | +364.9% | +333.0% |
| 5Y | +657.3% | -10.8% | +668.1% | +613.0% |
| 10Y | +995.9% | +215.9% | +780.0% | +644.3% |
| All | +1,471.0% | +1,051.1% | +419.9% | +826.6% |
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