-71.2%
FLNC vs BURL
-15.0%
-56.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.9% |
| 7D | -11.2% | -1.6% | -9.6% | -11.0% |
| 30D | -24.6% | -7.7% | -16.9% | -24.5% |
| 3M | -64.6% | -31.7% | -32.9% | -65.0% |
| 6M | -78.8% | -15.2% | -63.7% | -79.1% |
| YTD | -76.3% | -15.9% | -60.4% | -77.0% |
| 1Y | -71.2% | -14.2% | -57.0% | -71.9% |
| All | -71.2% | -15.0% | -56.2% | -71.9% |
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 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