-4.3%
FSLY vs BURL
+86.7%
-91.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.5% |
| 7D | -31.4% | +4.1% | -35.5% | -31.9% |
| 30D | -37.3% | -9.5% | -27.8% | -35.7% |
| 3M | -30.1% | -33.5% | +3.4% | -23.0% |
| 6M | -49.8% | -22.1% | -27.7% | -46.9% |
| YTD | +55.7% | -14.6% | +70.3% | +59.4% |
| 1Y | +44.5% | -8.4% | +52.8% | +42.8% |
| 3Y | -4.3% | +86.6% | -90.9% | -11.3% |
| All | -4.3% | +86.7% | -91.1% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling