+812.3%
FN vs BURL
+269.3%
+542.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +7.7% | -13.7% | -8.1% |
| 7D | -7.0% | +10.4% | -17.4% | -9.7% |
| 30D | -24.7% | -4.9% | -19.8% | -23.9% |
| 3M | -35.7% | -29.8% | -5.9% | -29.6% |
| 6M | -52.4% | -16.5% | -35.9% | -50.8% |
| YTD | -25.0% | -10.5% | -14.4% | -23.6% |
| 1Y | -25.7% | -5.3% | -20.4% | -25.9% |
| 3Y | +110.2% | +95.1% | +15.2% | +71.7% |
| 5Y | +192.3% | -12.1% | +204.4% | +178.8% |
| 10Y | +812.3% | +273.2% | +539.1% | +511.6% |
| All | +812.3% | +269.3% | +542.9% | +511.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling