-5.9%
RMD vs BURL
-12.4%
+6.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -0.6% |
| 7D | +1.2% | +7.7% | -6.5% | -0.1% |
| 30D | +2.5% | -7.1% | +9.6% | +3.7% |
| 3M | +11.5% | -30.3% | +41.8% | +18.5% |
| 6M | +14.7% | -15.5% | +30.2% | +17.1% |
| YTD | -1.3% | -11.0% | +9.6% | -0.4% |
| 1Y | -5.3% | -8.4% | +3.2% | -5.2% |
| 3Y | +68.8% | +96.7% | -27.9% | +42.8% |
| 5Y | -5.9% | -14.1% | +8.2% | -8.5% |
| All | -5.9% | -12.4% | +6.5% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling