-13.4%
FND vs BURL
-4.6%
-8.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +7.7% | +3.2% | +8.0% |
| 7D | +12.3% | +10.4% | +1.9% | +8.6% |
| 30D | +14.7% | -4.9% | +19.7% | +16.3% |
| 3M | -12.0% | -29.8% | +17.7% | -2.4% |
| 6M | +10.8% | -16.5% | +27.2% | +15.7% |
| YTD | -12.3% | -10.5% | -1.7% | -7.7% |
| 1Y | -13.4% | -5.3% | -8.1% | -8.3% |
| All | -13.4% | -4.6% | -8.8% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling