-14.2%
FSLY vs BURL
+63.9%
-78.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.3% |
| 7D | -10.6% | -2.8% | -7.8% | -9.9% |
| 30D | -20.9% | -28.2% | +7.3% | -12.7% |
| 3M | +3.4% | -17.6% | +21.0% | +8.9% |
| 6M | +2.7% | -11.8% | +14.5% | +6.2% |
| YTD | +102.3% | -8.1% | +110.4% | +103.7% |
| 1Y | +182.1% | -12.0% | +194.0% | +185.3% |
| All | -14.2% | +63.9% | -78.2% | -38.3% |
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