-51.1%
RUN vs BURL
-7.8%
-43.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | +33.4% | +4.1% | +29.3% | +32.1% |
| 30D | +31.1% | -9.5% | +40.6% | +33.3% |
| 3M | +6.4% | -33.5% | +39.9% | +14.4% |
| 6M | -22.2% | -22.1% | -0.1% | -19.9% |
| YTD | -45.8% | -14.6% | -31.2% | -43.6% |
| 1Y | -51.1% | -8.4% | -42.8% | -48.0% |
| All | -51.1% | -7.8% | -43.3% | -48.0% |
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 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