-32.8%
FPS vs BURL
-18.4%
-14.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.6% | +8.6% | +7.5% |
| 7D | -24.5% | +4.1% | -28.6% | -25.7% |
| 30D | -52.1% | -9.5% | -42.6% | -49.8% |
| 3M | -48.4% | -33.5% | -14.8% | -36.2% |
| 6M | -54.4% | -22.1% | -32.3% | -50.8% |
| All | -32.8% | -18.4% | -14.5% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling