-10.7%
BURL vs RACE
+93.6%
-104.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.4% |
| 7D | -2.8% | -2.5% | -0.3% | -1.9% |
| 30D | -28.2% | +0.8% | -28.9% | -28.6% |
| 3M | -17.6% | +17.2% | -34.7% | -23.4% |
| 6M | -11.8% | +13.6% | -25.4% | -17.4% |
| YTD | -8.1% | +12.2% | -20.4% | -14.3% |
| 1Y | -12.0% | -16.3% | +4.3% | -6.2% |
| 3Y | +63.3% | +36.4% | +26.9% | +22.5% |
| All | -10.7% | +93.6% | -104.3% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling