-63.5%
FRSH vs BURL
-10.8%
-52.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +1.3% |
| 7D | +4.6% | -1.6% | +6.2% | +5.1% |
| 30D | -7.5% | -7.7% | +0.3% | -5.1% |
| 3M | -0.1% | -31.7% | +31.6% | +14.3% |
| 6M | +54.5% | -15.2% | +69.7% | +60.5% |
| YTD | +3.4% | -15.9% | +19.4% | +6.4% |
| 1Y | +6.4% | -14.2% | +20.6% | +7.3% |
| 3Y | -26.3% | +93.5% | -119.8% | -53.1% |
| All | -63.5% | -10.8% | -52.7% | -65.6% |
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