-15.8%
BURL vs RVTY
-10.3%
-5.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.4% | +2.4% | -1.3% |
| 7D | +3.5% | -9.0% | +12.5% | +6.3% |
| 30D | -9.3% | -1.6% | -7.7% | -9.2% |
| 3M | -32.1% | +31.2% | -63.3% | -38.6% |
| 6M | -19.8% | +63.6% | -83.4% | -33.6% |
| YTD | -13.2% | +56.3% | -69.5% | -27.6% |
| 1Y | -7.8% | +63.3% | -71.2% | -24.8% |
| 3Y | +89.3% | +72.4% | +16.9% | +46.3% |
| 5Y | -15.8% | -9.6% | -6.2% | -12.6% |
| All | -15.8% | -10.3% | -5.6% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling