+240.7%
BURL vs DVA
+221.4%
+19.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.1% |
| 7D | +4.1% | +2.1% | +2.0% | +3.6% |
| 30D | -9.5% | +8.2% | -17.7% | -11.3% |
| 3M | -33.5% | +5.9% | -39.4% | -34.7% |
| 6M | -22.1% | -1.3% | -20.8% | -22.8% |
| YTD | -14.6% | +68.4% | -83.0% | -28.7% |
| 1Y | -8.4% | +57.5% | -65.8% | -22.0% |
| 3Y | +86.6% | +142.3% | -55.7% | +35.3% |
| 5Y | -17.2% | +75.0% | -92.1% | -36.4% |
| All | +240.7% | +221.4% | +19.3% | +126.3% |
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