+240.7%
BURL vs RACE
+740.1%
-499.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.9% |
| 7D | +4.1% | +5.1% | -1.0% | +1.9% |
| 30D | -9.5% | +7.7% | -17.2% | -12.3% |
| 3M | -33.5% | +2.2% | -35.7% | -34.3% |
| 6M | -22.1% | +23.8% | -45.8% | -29.9% |
| YTD | -14.6% | +13.9% | -28.5% | -21.2% |
| 1Y | -8.4% | +3.8% | -12.1% | -11.8% |
| 3Y | +86.6% | +28.0% | +58.5% | +53.1% |
| 5Y | -17.2% | +64.9% | -82.1% | -42.0% |
| All | +240.7% | +740.1% | -499.4% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling