+251.8%
BURL vs DVA
+206.9%
+44.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | +0.3% |
| 7D | -0.8% | -4.8% | +3.9% | +0.4% |
| 30D | -4.4% | +0.9% | -5.4% | -4.7% |
| 3M | -28.6% | +2.9% | -31.5% | -29.4% |
| 6M | -12.3% | -7.8% | -4.5% | -11.6% |
| YTD | -11.3% | +61.5% | -72.8% | -25.2% |
| 1Y | -10.4% | +50.1% | -60.5% | -22.9% |
| 3Y | +96.1% | +121.1% | -25.0% | +45.9% |
| 5Y | -5.0% | +72.9% | -77.9% | -27.1% |
| 10Y | +251.8% | +208.2% | +43.6% | +130.1% |
| All | +251.8% | +206.9% | +44.9% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling