-59.9%
FND vs BURL
-11.0%
-49.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.5% |
| 7D | -5.2% | -2.8% | -2.4% | -3.9% |
| 30D | -19.9% | -28.2% | +8.3% | -6.6% |
| 3M | +2.7% | -17.6% | +20.3% | +12.2% |
| 6M | -21.7% | -11.8% | -9.9% | -17.7% |
| YTD | -17.5% | -8.1% | -9.4% | -15.4% |
| 1Y | -39.3% | -12.0% | -27.3% | -37.5% |
| 3Y | -49.8% | +63.3% | -113.1% | -63.6% |
| All | -59.9% | -11.0% | -49.0% | -63.5% |
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