+53.0%
RSP vs BURL
-11.0%
+63.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.9% |
| 7D | -0.8% | -2.8% | +2.0% | -0.3% |
| 30D | -0.3% | -28.2% | +27.8% | +5.6% |
| 3M | +4.3% | -17.6% | +21.9% | +7.6% |
| 6M | +8.8% | -11.8% | +20.6% | +10.4% |
| YTD | +15.3% | -8.1% | +23.4% | +15.9% |
| 1Y | +18.3% | -12.0% | +30.2% | +19.3% |
| 3Y | +52.8% | +63.3% | -10.5% | +34.1% |
| All | +53.0% | -11.0% | +63.9% | +45.2% |
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