+819.6%
RVMD vs BURL
+97.8%
+721.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.5% |
| 7D | -9.5% | -0.8% | -8.7% | -9.4% |
| 30D | -6.8% | -4.4% | -2.4% | -6.3% |
| 3M | -12.1% | -28.6% | +16.5% | -8.5% |
| 6M | +25.4% | -12.3% | +37.6% | +25.9% |
| YTD | +126.9% | -11.3% | +138.1% | +126.7% |
| 1Y | +182.0% | -10.4% | +192.4% | +180.2% |
| All | +819.6% | +97.8% | +721.8% | +838.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling