+255.1%
BURL vs RVTY
+217.6%
+37.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +2.9% |
| 7D | +7.7% | +6.0% | +1.7% | +5.2% |
| 30D | -7.1% | +4.3% | -11.4% | -9.0% |
| 3M | -30.3% | +40.2% | -70.5% | -39.5% |
| 6M | -15.5% | +59.3% | -74.8% | -30.9% |
| YTD | -11.0% | +66.5% | -77.5% | -29.3% |
| 1Y | -8.4% | +77.5% | -85.9% | -29.5% |
| 3Y | +96.7% | +92.5% | +4.2% | +41.1% |
| 5Y | -14.1% | -6.8% | -7.3% | -18.6% |
| 10Y | +255.1% | +225.4% | +29.7% | +81.0% |
| All | +255.1% | +217.6% | +37.4% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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