+289.3%
FN vs BURL
-11.0%
+300.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.4% |
| 7D | -1.7% | -2.8% | +1.1% | -0.9% |
| 30D | -22.0% | -28.2% | +6.2% | -14.5% |
| 3M | -43.0% | -17.6% | -25.4% | -40.3% |
| 6M | -27.7% | -11.8% | -16.0% | -25.9% |
| YTD | -10.5% | -8.1% | -2.4% | -9.1% |
| 1Y | +12.5% | -12.0% | +24.4% | +14.7% |
| 3Y | +153.8% | +63.3% | +90.5% | +121.1% |
| All | +289.3% | -11.0% | +300.3% | +271.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling