-71.9%
FLNC vs BURL
+86.7%
-158.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +4.1% |
| 7D | -7.9% | +4.1% | -11.9% | -9.1% |
| 30D | -31.3% | -9.5% | -21.8% | -28.1% |
| 3M | -60.1% | -33.5% | -26.6% | -52.5% |
| 6M | -61.1% | -22.1% | -39.0% | -58.1% |
| YTD | -73.4% | -14.6% | -58.8% | -73.1% |
| 1Y | -73.4% | -8.4% | -65.1% | -74.7% |
| 3Y | -71.9% | +86.6% | -158.5% | -78.7% |
| All | -71.9% | +86.7% | -158.7% | -78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling