+76.5%
FOXA vs BURL
-10.8%
+87.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.6% | +7.7% | +4.7% |
| 7D | +2.7% | -1.6% | +4.3% | +2.9% |
| 30D | +10.0% | -7.7% | +17.7% | +11.3% |
| 3M | +5.0% | -31.7% | +36.7% | +10.9% |
| 6M | +3.4% | -15.2% | +18.5% | +5.2% |
| YTD | -5.5% | -15.9% | +10.4% | -4.1% |
| 1Y | +5.5% | -14.2% | +19.7% | +6.4% |
| 3Y | +139.3% | +93.5% | +45.8% | +104.2% |
| All | +76.5% | -10.8% | +87.2% | +64.3% |
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 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