+73.3%
RUN vs BURL
+232.1%
-158.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +3.0% |
| 7D | -13.5% | -1.6% | -11.9% | -12.9% |
| 30D | +18.3% | -7.7% | +26.0% | +22.3% |
| 3M | -12.5% | -31.7% | +19.2% | +3.4% |
| 6M | -40.3% | -15.2% | -25.2% | -37.1% |
| YTD | -53.1% | -15.9% | -37.2% | -50.6% |
| 1Y | -54.3% | -14.2% | -40.1% | -52.9% |
| 3Y | -6.5% | +93.5% | -100.0% | -37.2% |
| 5Y | -85.3% | -9.9% | -75.4% | -86.6% |
| All | +73.3% | +232.1% | -158.8% | -1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling