+123.7%
FOXA vs BURL
+89.8%
+34.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.5% |
| 7D | +4.9% | +3.5% | +1.4% | +4.5% |
| 30D | +9.0% | -9.3% | +18.3% | +10.1% |
| 3M | +15.8% | -32.1% | +47.9% | +20.7% |
| 6M | +9.2% | -19.8% | +29.0% | +11.4% |
| YTD | -6.5% | -13.2% | +6.7% | -5.9% |
| 1Y | +5.4% | -7.8% | +13.3% | +5.0% |
| All | +123.7% | +89.8% | +34.0% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling