-42.7%
RUN vs BURL
+63.9%
-106.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.1% | -1.8% |
| 7D | +1.3% | -2.8% | +4.0% | +2.6% |
| 30D | -15.3% | -28.2% | +12.9% | -0.3% |
| 3M | -40.0% | -17.6% | -22.4% | -34.5% |
| 6M | -27.0% | -11.8% | -15.2% | -23.9% |
| YTD | -51.7% | -8.1% | -43.5% | -50.9% |
| 1Y | -45.9% | -12.0% | -33.9% | -44.8% |
| All | -42.7% | +63.9% | -106.6% | -57.8% |
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