+448.8%
BURL vs RACE
+647.6%
-198.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.2% |
| 6M | -11.8% | +13.6% | -25.4% | -17.3% |
| YTD | -8.1% | +12.2% | -20.4% | -14.2% |
| 1Y | -12.0% | -16.3% | +4.3% | -7.7% |
| 3Y | +63.3% | +36.4% | +26.9% | +33.3% |
| 5Y | -10.8% | +95.0% | -105.8% | -38.9% |
| 10Y | +215.9% | +813.2% | -597.3% | +42.7% |
| All | +448.8% | +647.6% | -198.8% | +146.3% |
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