+655.5%
FN vs BURL
+258.4%
+397.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.9% | -11.3% | -13.4% |
| 7D | -16.0% | +3.5% | -19.4% | -16.8% |
| 30D | -40.1% | -9.3% | -30.8% | -38.6% |
| 3M | -43.9% | -32.1% | -11.8% | -37.9% |
| 6M | -55.6% | -19.8% | -35.8% | -53.5% |
| YTD | -35.7% | -13.2% | -22.5% | -33.8% |
| 1Y | -39.8% | -7.8% | -32.0% | -39.5% |
| 3Y | +80.3% | +89.3% | -9.1% | +48.7% |
| 5Y | +143.3% | -15.8% | +159.1% | +135.1% |
| All | +655.5% | +258.4% | +397.1% | +421.9% |
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