+216.9%
BURL vs XPO
+1,453.5%
-1,236.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.9% | +1.2% |
| 7D | -2.8% | +2.4% | -5.2% | -3.6% |
| 30D | -28.2% | -3.5% | -24.6% | -27.5% |
| 3M | -17.6% | -11.9% | -5.7% | -14.9% |
| 6M | -11.8% | -10.0% | -1.8% | -9.9% |
| YTD | -8.1% | +42.1% | -50.2% | -19.1% |
| 1Y | -12.0% | +47.6% | -59.5% | -24.3% |
| 3Y | +63.3% | +153.6% | -90.3% | +12.4% |
| 5Y | -10.8% | +266.5% | -277.3% | -48.8% |
| All | +216.9% | +1,453.5% | -1,236.6% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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