-35.9%
FSLY vs BURL
+54.8%
-90.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.9% | -2.9% | -23.9% | -25.7% |
| 7D | -40.0% | +3.5% | -43.5% | -40.6% |
| 30D | -39.7% | -9.3% | -30.4% | -37.4% |
| 3M | -40.9% | -32.1% | -8.8% | -31.9% |
| 6M | -52.5% | -19.8% | -32.7% | -48.7% |
| YTD | +51.1% | -13.2% | +64.3% | +55.8% |
| 1Y | +90.6% | -7.8% | +98.4% | +88.5% |
| 3Y | -12.4% | +89.3% | -101.7% | -39.3% |
| 5Y | -69.1% | -15.8% | -53.3% | -72.2% |
| All | -35.9% | +54.8% | -90.7% | -51.8% |
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