-22.5%
BURL vs XE
-62.9%
+40.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.0% | -2.8% | +4.2% |
| 7D | +7.7% | +7.6% | +0.1% | +7.6% |
| 30D | -7.1% | -18.6% | +11.5% | -6.8% |
| 3M | -30.3% | -50.7% | +20.4% | -29.9% |
| 6M | -15.5% | -63.0% | +47.5% | -14.6% |
| All | -22.5% | -62.9% | +40.5% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 1y: compounded portfolio wealth divided by compounded XE 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…
1y analysis · Full analysis span regression · 6 months rolling