+568.0%
RVMD vs BURL
+5.6%
+562.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.3% | -3.2% |
| 7D | -0.6% | +5.9% | -6.5% | -2.2% |
| 30D | +1.7% | -8.3% | +10.1% | +4.2% |
| 3M | -6.7% | -31.6% | +24.9% | +3.5% |
| 6M | +36.1% | -16.6% | +52.7% | +40.7% |
| YTD | +142.4% | -12.1% | +154.5% | +145.2% |
| 1Y | +207.8% | -10.0% | +217.7% | +206.6% |
| 3Y | +879.5% | +94.3% | +785.2% | +612.1% |
| 5Y | +509.0% | -13.2% | +522.2% | +471.3% |
| All | +568.0% | +5.6% | +562.4% | +465.3% |
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