+221.9%
BURL vs RVTY
+211.6%
+10.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.0% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | -7.7% | +1.5% | -9.3% | -8.6% |
| 3M | -31.7% | +31.5% | -63.1% | -39.2% |
| 6M | -15.2% | +62.7% | -77.8% | -31.3% |
| YTD | -15.9% | +60.0% | -75.9% | -32.2% |
| 1Y | -14.2% | +65.7% | -79.9% | -32.2% |
| 3Y | +93.5% | +85.2% | +8.3% | +40.7% |
| 5Y | -9.9% | -14.9% | +5.0% | -11.2% |
| All | +221.9% | +211.6% | +10.3% | +61.5% |
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