-70.4%
FLNC vs BURL
-3.2%
-67.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.2% |
| 7D | -4.9% | -2.8% | -2.1% | -3.7% |
| 30D | -27.3% | -28.2% | +0.9% | -14.8% |
| 3M | -61.9% | -17.6% | -44.3% | -58.5% |
| 6M | -34.5% | -11.8% | -22.7% | -33.2% |
| YTD | -47.7% | -8.1% | -39.5% | -48.1% |
| 1Y | +53.3% | -12.0% | +65.3% | +54.4% |
| 3Y | -62.4% | +63.3% | -125.7% | -73.6% |
| All | -70.4% | -3.2% | -67.2% | -75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling