-28.1%
FSLY vs BURL
+58.2%
-86.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +5.9% |
| 7D | -17.9% | -0.8% | -17.1% | -17.4% |
| 30D | -34.7% | -4.4% | -30.3% | -33.6% |
| 3M | -40.0% | -28.6% | -11.5% | -32.2% |
| 6M | -11.8% | -12.3% | +0.4% | -8.9% |
| YTD | +69.5% | -11.3% | +80.8% | +73.3% |
| 1Y | +44.0% | -10.4% | +54.4% | +44.3% |
| 3Y | +5.2% | +96.1% | -90.8% | -28.2% |
| 5Y | -65.6% | -5.0% | -60.6% | -70.0% |
| All | -28.1% | +58.2% | -86.2% | -46.4% |
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