-85.5%
FLNC vs BURL
-6.5%
-79.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.5% | +3.0% |
| 7D | -16.2% | -0.8% | -15.4% | -15.6% |
| 30D | -28.1% | -4.4% | -23.7% | -26.4% |
| 3M | -61.3% | -28.6% | -32.7% | -54.6% |
| 6M | -79.9% | -12.3% | -67.6% | -79.3% |
| YTD | -74.3% | -11.3% | -63.0% | -74.2% |
| 1Y | -75.5% | -10.4% | -65.1% | -75.8% |
| 3Y | -70.4% | +96.1% | -166.5% | -81.2% |
| 5Y | -86.4% | -5.0% | -81.3% | -88.6% |
| All | -85.5% | -6.5% | -79.0% | -87.9% |
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