-68.4%
FLNC vs BURL
-4.6%
-63.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +7.7% | +2.5% | +9.9% |
| 7D | -2.1% | +10.4% | -12.5% | -2.3% |
| 30D | -20.8% | -4.9% | -15.8% | -20.9% |
| 3M | -61.3% | -29.8% | -31.6% | -61.5% |
| 6M | -50.9% | -16.5% | -34.4% | -51.6% |
| YTD | -69.4% | -10.5% | -58.8% | -70.5% |
| 1Y | -68.4% | -5.3% | -63.1% | -70.3% |
| All | -68.4% | -4.6% | -63.8% | -70.3% |
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