+17.6%
RSP vs BURL
-5.1%
+22.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | +0.1% | -2.6% |
| 7D | -1.4% | +3.5% | -4.9% | -1.8% |
| 30D | +2.1% | -9.3% | +11.4% | +3.0% |
| 3M | -0.9% | -32.1% | +31.2% | +2.6% |
| 6M | +7.5% | -19.8% | +27.3% | +9.3% |
| YTD | +14.6% | -13.2% | +27.7% | +16.0% |
| 1Y | +17.6% | -7.8% | +25.5% | +18.8% |
| All | +17.6% | -5.1% | +22.7% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling