+74.9%
FOXA vs BURL
-17.2%
+92.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | +5.4% | +4.1% | +1.3% | +4.8% |
| 30D | +6.3% | -9.5% | +15.7% | +7.8% |
| 3M | +8.3% | -33.5% | +41.8% | +14.8% |
| 6M | +7.6% | -22.1% | +29.7% | +10.9% |
| YTD | -7.9% | -14.6% | +6.6% | -6.8% |
| 1Y | +2.4% | -8.4% | +10.7% | +2.1% |
| 3Y | +120.3% | +86.6% | +33.8% | +90.1% |
| All | +74.9% | -17.2% | +92.0% | +62.7% |
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