-82.6%
RUN vs BURL
-12.4%
-70.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.2% | -6.6% | -4.5% |
| 7D | +18.1% | +7.7% | +10.4% | +13.1% |
| 30D | +27.5% | -7.1% | +34.6% | +31.6% |
| 3M | -4.5% | -30.3% | +25.8% | +13.3% |
| 6M | -33.3% | -15.5% | -17.8% | -29.3% |
| YTD | -47.1% | -11.0% | -36.1% | -45.8% |
| 1Y | -43.1% | -8.4% | -34.7% | -43.5% |
| 3Y | -3.0% | +96.7% | -99.7% | -40.2% |
| 5Y | -82.6% | -14.1% | -68.5% | -86.8% |
| All | -82.6% | -12.4% | -70.2% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling