+487.5%
RVMD vs BURL
-17.2%
+504.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.6% | +9.8% | +8.6% |
| 7D | +0.5% | +4.1% | -3.6% | -0.4% |
| 30D | -4.3% | -9.5% | +5.2% | -2.2% |
| 3M | -2.8% | -33.5% | +30.7% | +6.4% |
| 6M | +27.3% | -22.1% | +49.4% | +32.9% |
| YTD | +141.4% | -14.6% | +156.0% | +145.0% |
| 1Y | +213.3% | -8.4% | +221.6% | +209.8% |
| 3Y | +792.7% | +86.6% | +706.1% | +589.8% |
| All | +487.5% | -17.2% | +504.6% | +479.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling