+49.0%
FND vs BURL
+147.7%
-98.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -0.5% |
| 7D | -6.8% | -1.6% | -5.2% | -6.0% |
| 30D | +8.0% | -7.7% | +15.7% | +12.6% |
| 3M | -18.9% | -31.7% | +12.7% | -2.8% |
| 6M | +4.7% | -15.2% | +19.9% | +12.0% |
| YTD | -21.6% | -15.9% | -5.7% | -16.1% |
| 1Y | -22.0% | -14.2% | -7.8% | -18.5% |
| 3Y | -40.4% | +93.5% | -134.0% | -60.7% |
| 5Y | -63.8% | -9.9% | -53.9% | -66.5% |
| All | +49.0% | +147.7% | -98.7% | -14.1% |
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