+255.1%
BURL vs DVA
+212.5%
+42.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.3% | +5.0% |
| 7D | +7.7% | -0.1% | +7.8% | +7.7% |
| 30D | -7.1% | +3.5% | -10.7% | -8.1% |
| 3M | -30.3% | +1.0% | -31.3% | -30.7% |
| 6M | -15.5% | -6.6% | -8.9% | -15.1% |
| YTD | -11.0% | +63.3% | -74.3% | -25.2% |
| 1Y | -8.4% | +50.0% | -58.4% | -21.1% |
| 3Y | +96.7% | +120.1% | -23.4% | +46.7% |
| 5Y | -14.1% | +73.7% | -87.8% | -34.1% |
| 10Y | +255.1% | +212.7% | +42.3% | +133.3% |
| All | +255.1% | +212.5% | +42.6% | +133.3% |
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