-24.4%
BURL vs XE
-70.1%
+45.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -10.4% | +7.5% | -2.9% |
| 7D | +3.5% | -23.1% | +26.5% | +3.6% |
| 30D | -9.3% | -41.7% | +32.5% | -8.8% |
| 3M | -32.1% | -52.8% | +20.7% | -31.5% |
| 6M | -19.8% | -68.4% | +48.6% | -19.0% |
| All | -24.4% | -70.1% | +45.7% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling