-30.7%
FSLY vs BURL
+49.9%
-80.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -1.9% |
| 7D | +4.9% | -1.6% | +6.4% | +5.5% |
| 30D | -33.5% | -7.7% | -25.8% | -31.5% |
| 3M | -44.6% | -31.7% | -13.0% | -36.3% |
| 6M | -9.2% | -15.2% | +5.9% | -5.0% |
| YTD | +63.3% | -15.9% | +79.2% | +70.4% |
| 1Y | +45.3% | -14.2% | +59.5% | +48.0% |
| 3Y | +3.7% | +93.5% | -89.8% | -29.0% |
| 5Y | -67.2% | -9.9% | -57.3% | -70.8% |
| All | -30.7% | +49.9% | -80.6% | -47.3% |
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