+64.2%
BURL vs RVTY
+12.6%
+51.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -2.8% | +1.1% | -3.9% | -3.1% |
| 30D | -28.2% | +13.2% | -41.4% | -30.9% |
| 3M | -17.6% | +27.2% | -44.8% | -23.9% |
| 6M | -11.8% | +32.4% | -44.2% | -20.1% |
| YTD | -8.1% | +34.9% | -43.0% | -17.7% |
| 1Y | -12.0% | +52.4% | -64.3% | -25.1% |
| All | +64.2% | +12.6% | +51.5% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling