+97.5%
FOXA vs BURL
+77.6%
+19.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +0.7% |
| 7D | +7.9% | +7.7% | +0.2% | +6.1% |
| 30D | +8.5% | -7.1% | +15.6% | +10.1% |
| 3M | +6.2% | -30.3% | +36.5% | +14.3% |
| 6M | +8.0% | -15.5% | +23.6% | +10.8% |
| YTD | -6.5% | -11.0% | +4.5% | -5.7% |
| 1Y | +3.6% | -8.4% | +12.0% | +3.3% |
| 3Y | +136.0% | +96.7% | +39.4% | +87.3% |
| 5Y | +77.7% | -14.1% | +91.8% | +69.7% |
| All | +97.5% | +77.6% | +19.8% | +45.3% |
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 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