+496.2%
RVMD vs BURL
+1.0%
+495.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -1.3% |
| 7D | -10.4% | -1.6% | -8.8% | -10.0% |
| 30D | -11.0% | -7.7% | -3.2% | -9.0% |
| 3M | -14.7% | -31.7% | +16.9% | -5.4% |
| 6M | +14.9% | -15.2% | +30.1% | +18.1% |
| YTD | +116.3% | -15.9% | +132.2% | +121.6% |
| 1Y | +167.6% | -14.2% | +181.8% | +170.3% |
| 3Y | +776.8% | +93.5% | +683.3% | +536.2% |
| 5Y | +424.8% | -9.9% | +434.7% | +383.3% |
| All | +496.2% | +1.0% | +495.1% | +411.0% |
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