+36.1%
FSLY vs BURL
-10.6%
+46.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.6% |
| 7D | -22.9% | +5.9% | -28.8% | -22.6% |
| 30D | -44.6% | -8.3% | -36.3% | -44.5% |
| 3M | -41.5% | -31.6% | -9.8% | -43.6% |
| 6M | -20.8% | -16.6% | -4.2% | -21.8% |
| YTD | +59.5% | -12.1% | +71.6% | +65.3% |
| 1Y | +36.1% | -10.0% | +46.1% | +43.6% |
| All | +36.1% | -10.6% | +46.7% | +43.6% |
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