-14.2%
FSLY vs BURL
+63.8%
-77.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.5% |
| 7D | -10.6% | -2.8% | -7.8% | -9.7% |
| 30D | -20.9% | -28.2% | +7.3% | -10.5% |
| 3M | +3.4% | -17.6% | +21.0% | +10.5% |
| 6M | +2.7% | -11.8% | +14.5% | +7.0% |
| YTD | +102.3% | -8.1% | +110.4% | +104.7% |
| 1Y | +182.1% | -12.0% | +194.0% | +185.0% |
| 3Y | -14.6% | +63.3% | -77.9% | -36.3% |
| 5Y | -55.9% | -10.8% | -45.1% | -61.1% |
| All | -14.2% | +63.8% | -77.9% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling