-71.1%
FLNC vs BURL
-12.7%
-58.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -6.4% | -2.0% | -5.2% |
| 7D | -4.2% | -7.0% | +2.8% | -0.7% |
| 30D | -20.0% | -35.6% | +15.6% | -1.1% |
| 3M | -56.9% | -26.3% | -30.6% | -50.4% |
| 6M | -35.5% | -20.7% | -14.9% | -30.6% |
| YTD | -48.8% | -17.2% | -31.6% | -46.6% |
| 1Y | +49.3% | -15.0% | +64.3% | +52.6% |
| 3Y | -61.8% | +53.2% | -115.0% | -72.3% |
| All | -71.1% | -12.7% | -58.4% | -75.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling