-28.3%
FSLY vs BURL
+55.5%
-83.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.3% |
| 7D | +11.8% | +0.4% | +11.3% | +11.5% |
| 30D | -36.5% | -4.3% | -32.2% | -35.5% |
| 3M | -39.7% | -28.8% | -11.0% | -31.8% |
| 6M | -9.7% | -12.8% | +3.1% | -6.4% |
| YTD | +68.9% | -12.8% | +81.7% | +73.8% |
| 1Y | +44.5% | -12.3% | +56.7% | +46.0% |
| 3Y | +4.8% | +92.7% | -87.9% | -28.0% |
| 5Y | -66.0% | -6.5% | -59.5% | -70.2% |
| All | -28.3% | +55.5% | -83.8% | -46.3% |
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