-54.3%
RUN vs BURL
-15.0%
-39.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +2.1% |
| 7D | -13.5% | -1.6% | -11.9% | -13.2% |
| 30D | +18.3% | -7.7% | +26.0% | +20.1% |
| 3M | -12.5% | -31.7% | +19.2% | -5.0% |
| 6M | -40.3% | -15.2% | -25.2% | -39.2% |
| YTD | -53.1% | -15.9% | -37.2% | -51.2% |
| 1Y | -54.3% | -14.2% | -40.1% | -52.2% |
| All | -54.3% | -15.0% | -39.2% | -52.2% |
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