+90.8%
FOXA vs BURL
+83.3%
+7.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -4.0% |
| 7D | -4.0% | -2.8% | -1.2% | -3.4% |
| 30D | +12.0% | -28.2% | +40.1% | +20.1% |
| 3M | +0.3% | -17.6% | +17.8% | +4.2% |
| 6M | +12.5% | -11.8% | +24.3% | +14.2% |
| YTD | -9.6% | -8.1% | -1.5% | -9.3% |
| 1Y | +8.6% | -12.0% | +20.5% | +9.3% |
| 3Y | +118.5% | +63.3% | +55.2% | +82.4% |
| 5Y | +88.8% | -10.8% | +99.6% | +78.9% |
| All | +90.8% | +83.3% | +7.6% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling