+76.2%
FOXA vs BURL
-14.7%
+90.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +0.4% | +5.9% | -5.5% | -0.5% |
| 30D | +7.9% | -8.3% | +16.3% | +9.3% |
| 3M | +6.7% | -31.6% | +38.3% | +12.6% |
| 6M | +7.5% | -16.6% | +24.1% | +9.6% |
| YTD | -6.9% | -12.1% | +5.1% | -6.2% |
| 1Y | +2.2% | -10.0% | +12.2% | +2.3% |
| 3Y | +131.4% | +94.3% | +37.1% | +98.3% |
| 5Y | +76.2% | -13.2% | +89.4% | +63.4% |
| All | +76.2% | -14.7% | +90.9% | +63.4% |
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