+592.6%
RVMD vs BURL
+7.0%
+585.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.2% | -0.1% | +2.9% |
| 7D | +6.4% | +7.7% | -1.3% | +4.2% |
| 30D | +5.5% | -7.1% | +12.6% | +7.6% |
| 3M | -2.4% | -30.3% | +27.9% | +7.6% |
| 6M | +41.1% | -15.5% | +56.7% | +45.4% |
| YTD | +151.3% | -11.0% | +162.3% | +153.2% |
| 1Y | +228.1% | -8.4% | +236.5% | +225.1% |
| 3Y | +899.8% | +96.7% | +803.1% | +624.2% |
| 5Y | +514.0% | -14.1% | +528.0% | +479.2% |
| All | +592.6% | +7.0% | +585.6% | +483.9% |
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