-53.9%
RUN vs BURL
-4.6%
-49.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.7% | -6.4% | -0.3% |
| 7D | +18.5% | +10.4% | +8.1% | +16.1% |
| 30D | +15.5% | -4.9% | +20.4% | +16.5% |
| 3M | -20.3% | -29.8% | +9.4% | -15.2% |
| 6M | -30.8% | -16.5% | -14.3% | -29.6% |
| YTD | -52.2% | -10.5% | -41.7% | -50.6% |
| 1Y | -53.9% | -5.3% | -48.6% | -51.4% |
| All | -53.9% | -4.6% | -49.3% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling