-73.2%
FRSH vs BURL
-10.4%
-62.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.6% | -7.3% | -5.7% |
| 7D | -8.2% | -2.8% | -5.4% | -7.3% |
| 30D | +10.5% | -28.2% | +38.7% | +24.6% |
| 3M | +32.7% | -17.6% | +50.3% | +41.6% |
| 6M | +50.3% | -11.8% | +62.1% | +54.2% |
| YTD | +3.9% | -8.1% | +12.1% | +4.3% |
| 1Y | -2.2% | -12.0% | +9.8% | -1.5% |
| 3Y | -42.9% | +63.3% | -106.2% | -58.7% |
| All | -73.2% | -10.4% | -62.8% | -77.1% |
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 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