+338.4%
RMD vs BURL
+247.8%
+90.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +3.1% | +5.9% | -2.8% | +2.0% |
| 30D | +1.8% | -8.3% | +10.1% | +3.3% |
| 3M | +6.7% | -31.6% | +38.3% | +14.0% |
| 6M | +13.9% | -16.6% | +30.5% | +16.7% |
| YTD | -2.0% | -12.1% | +10.1% | -0.8% |
| 1Y | -5.4% | -10.0% | +4.6% | -5.0% |
| 3Y | +67.4% | +94.3% | -26.9% | +41.4% |
| 5Y | -5.7% | -13.2% | +7.5% | -10.3% |
| 10Y | +338.4% | +252.5% | +85.8% | +229.7% |
| All | +338.4% | +247.8% | +90.5% | +229.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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