+267.0%
RTX vs BURL
+244.4%
+22.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.1% |
| 7D | +3.4% | +0.4% | +2.9% | +3.3% |
| 30D | +8.4% | -4.3% | +12.7% | +9.3% |
| 3M | -10.7% | -28.8% | +18.1% | -4.0% |
| 6M | +11.7% | -12.8% | +24.5% | +13.7% |
| YTD | +9.3% | -12.8% | +22.1% | +10.6% |
| 1Y | +13.3% | -12.3% | +25.5% | +13.9% |
| 3Y | +156.1% | +92.7% | +63.4% | +99.2% |
| 5Y | +148.5% | -6.5% | +155.1% | +128.3% |
| All | +267.0% | +244.4% | +22.6% | +162.5% |
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