+434.4%
BURL vs RACE
+688.6%
-254.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.3% | +3.4% | +6.0% |
| 7D | +10.4% | +9.9% | +0.5% | +6.4% |
| 30D | -4.9% | +12.8% | -17.7% | -9.4% |
| 3M | -29.8% | +7.4% | -37.1% | -31.9% |
| 6M | -16.5% | +27.6% | -44.1% | -25.1% |
| YTD | -10.5% | +18.4% | -28.9% | -18.2% |
| 1Y | -5.3% | +9.5% | -14.8% | -10.6% |
| 3Y | +95.1% | +33.9% | +61.2% | +61.2% |
| 5Y | -12.1% | +74.9% | -86.9% | -37.0% |
| 10Y | +273.2% | +814.9% | -541.7% | +66.7% |
| All | +434.4% | +688.6% | -254.2% | +134.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling