+46.1%
RSP vs BURL
-15.9%
+62.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | +0.1% | -2.4% |
| 7D | -1.4% | +3.5% | -4.9% | -2.1% |
| 30D | +2.1% | -9.3% | +11.4% | +3.8% |
| 3M | -0.9% | -32.1% | +31.2% | +5.7% |
| 6M | +7.5% | -19.8% | +27.3% | +10.9% |
| YTD | +14.6% | -13.2% | +27.7% | +16.1% |
| 1Y | +17.6% | -7.8% | +25.5% | +17.4% |
| 3Y | +60.8% | +89.3% | -28.5% | +37.0% |
| 5Y | +46.1% | -15.8% | +62.0% | +38.1% |
| All | +46.1% | -15.9% | +62.0% | +38.1% |
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