+164.3%
FSLY vs BURL
-4.6%
+168.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -7.9% | +0.4% |
| 7D | -22.2% | +10.4% | -32.6% | -21.6% |
| 30D | -19.1% | -4.9% | -14.2% | -19.0% |
| 3M | -15.7% | -29.8% | +14.1% | -19.0% |
| 6M | -23.5% | -16.5% | -7.0% | -25.0% |
| YTD | +106.6% | -10.5% | +117.2% | +115.1% |
| 1Y | +164.3% | -5.3% | +169.6% | +188.8% |
| All | +164.3% | -4.6% | +168.8% | +188.8% |
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 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