-19.8%
BURL vs RACE
+26.7%
-46.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.4% |
| 7D | +3.5% | +5.7% | -2.2% | +2.6% |
| 30D | -9.3% | +9.3% | -18.6% | -10.4% |
| 3M | -32.1% | +3.8% | -35.9% | -32.8% |
| 6M | -19.8% | +29.8% | -49.6% | -20.8% |
| All | -19.8% | +26.7% | -46.5% | -20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling