+267.0%
RTX vs BURL
+252.7%
+14.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -5.1% | +4.1% | -9.2% | -6.1% |
| 30D | +5.1% | -9.5% | +14.6% | +7.3% |
| 3M | -14.8% | -33.5% | +18.7% | -7.0% |
| 6M | +8.0% | -22.1% | +30.1% | +12.8% |
| YTD | +4.5% | -14.6% | +19.0% | +6.2% |
| 1Y | +9.8% | -8.4% | +18.2% | +9.2% |
| 3Y | +144.2% | +86.6% | +57.6% | +91.6% |
| 5Y | +131.4% | -17.2% | +148.6% | +121.8% |
| All | +267.0% | +252.7% | +14.4% | +166.1% |
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 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