+60.6%
FND vs BURL
+155.7%
-95.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -2.2% |
| 7D | +2.2% | +3.5% | -1.2% | +0.8% |
| 30D | +9.6% | -9.3% | +18.9% | +15.1% |
| 3M | -17.9% | -32.1% | +14.2% | -1.4% |
| 6M | +6.6% | -19.8% | +26.4% | +17.2% |
| YTD | -15.5% | -13.2% | -2.3% | -11.0% |
| 1Y | -16.2% | -7.8% | -8.4% | -15.5% |
| 3Y | -36.3% | +89.3% | -125.6% | -57.4% |
| 5Y | -61.4% | -15.8% | -45.6% | -63.2% |
| All | +60.6% | +155.7% | -95.1% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling