-74.5%
FRSH vs BURL
-16.7%
-57.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.1% |
| 7D | -17.7% | +4.1% | -21.8% | -19.2% |
| 30D | -11.0% | -9.5% | -1.5% | -8.0% |
| 3M | +4.5% | -33.5% | +38.0% | +20.4% |
| 6M | +36.2% | -22.1% | +58.3% | +46.4% |
| YTD | -1.1% | -14.6% | +13.4% | +1.2% |
| 1Y | +11.6% | -8.4% | +20.0% | +9.7% |
| 3Y | -33.9% | +86.6% | -120.5% | -55.9% |
| 5Y | -68.4% | -17.2% | -51.2% | -72.8% |
| All | -74.5% | -16.7% | -57.8% | -77.8% |
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