-4.1%
RUN vs BURL
+89.8%
-93.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | -2.9% | +15.2% | +13.6% |
| 7D | +30.0% | +3.5% | +26.6% | +27.7% |
| 30D | +27.0% | -9.3% | +36.3% | +32.0% |
| 3M | -5.9% | -32.1% | +26.2% | +10.7% |
| 6M | -26.7% | -19.8% | -6.9% | -21.1% |
| YTD | -46.4% | -13.2% | -33.2% | -44.5% |
| 1Y | -52.1% | -7.8% | -44.2% | -52.8% |
| All | -4.1% | +89.8% | -93.9% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling