+59.9%
FND vs BURL
+151.6%
-91.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.4% |
| 7D | +7.7% | +4.1% | +3.6% | +5.8% |
| 30D | +11.9% | -9.5% | +21.3% | +17.6% |
| 3M | -14.6% | -33.5% | +18.9% | +3.7% |
| 6M | +0.5% | -22.1% | +22.5% | +12.1% |
| YTD | -15.8% | -14.6% | -1.3% | -10.7% |
| 1Y | -12.9% | -8.4% | -4.6% | -12.0% |
| 3Y | -34.2% | +86.6% | -120.7% | -55.7% |
| 5Y | -61.6% | -17.2% | -44.4% | -63.0% |
| All | +59.9% | +151.6% | -91.7% | -8.6% |
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