+77.5%
RUN vs BURL
+254.9%
-177.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.7% |
| 7D | +3.2% | -0.8% | +4.0% | +3.3% |
| 30D | +19.5% | -4.4% | +23.9% | +21.5% |
| 3M | -9.6% | -28.6% | +19.0% | +4.7% |
| 6M | -37.3% | -12.3% | -25.0% | -34.9% |
| YTD | -50.7% | -11.3% | -39.4% | -49.3% |
| 1Y | -54.1% | -10.4% | -43.6% | -53.6% |
| 3Y | -3.9% | +96.1% | -100.0% | -35.8% |
| 5Y | -84.4% | -5.0% | -79.4% | -86.2% |
| 10Y | +77.5% | +251.8% | -174.3% | -0.1% |
| All | +77.5% | +254.9% | -177.4% | -0.1% |
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