+278.0%
RTX vs BURL
+215.5%
+62.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.3% |
| 7D | -5.2% | -2.8% | -2.4% | -4.6% |
| 30D | -9.4% | -28.2% | +18.8% | -2.4% |
| 3M | +12.3% | -17.6% | +29.9% | +16.8% |
| 6M | -3.1% | -11.8% | +8.7% | -1.6% |
| YTD | +10.7% | -8.1% | +18.8% | +11.1% |
| 1Y | +28.4% | -12.0% | +40.4% | +29.3% |
| 3Y | +147.1% | +63.3% | +83.8% | +102.4% |
| 5Y | +167.2% | -10.8% | +178.1% | +151.9% |
| All | +278.0% | +215.5% | +62.5% | +173.5% |
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 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