+252.5%
BURL vs DVA
+197.6%
+55.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.4% |
| 7D | +5.9% | -1.6% | +7.4% | +6.3% |
| 30D | -8.3% | 0.0% | -8.3% | -8.4% |
| 3M | -31.6% | -2.4% | -29.2% | -31.5% |
| 6M | -16.6% | -9.8% | -6.9% | -15.5% |
| YTD | -12.1% | +57.8% | -69.9% | -25.4% |
| 1Y | -10.0% | +49.2% | -59.2% | -22.4% |
| 3Y | +94.3% | +116.0% | -21.7% | +45.5% |
| 5Y | -13.2% | +68.5% | -81.7% | -33.0% |
| 10Y | +252.5% | +198.9% | +53.6% | +132.5% |
| All | +252.5% | +197.6% | +55.0% | +132.5% |
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