+216.9%
BURL vs RVTY
+150.6%
+66.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -2.8% | +1.1% | -3.9% | -3.3% |
| 30D | -28.2% | +13.2% | -41.4% | -31.8% |
| 3M | -17.6% | +27.2% | -44.8% | -25.8% |
| 6M | -11.8% | +32.4% | -44.2% | -22.3% |
| YTD | -8.1% | +34.9% | -43.0% | -20.2% |
| 1Y | -12.0% | +52.4% | -64.3% | -28.0% |
| 3Y | +63.3% | +12.3% | +51.0% | +46.3% |
| 5Y | -10.8% | -30.8% | +20.0% | -4.1% |
| All | +216.9% | +150.6% | +66.3% | +73.9% |
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