+89.6%
BURL vs XPO
+121.4%
-31.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.2% | +3.2% | -1.3% |
| 7D | +3.5% | -3.6% | +7.0% | +4.4% |
| 30D | -9.3% | -3.8% | -5.5% | -8.5% |
| 3M | -32.1% | -11.8% | -20.3% | -30.0% |
| 6M | -19.8% | -15.0% | -4.8% | -16.9% |
| YTD | -13.2% | +29.9% | -43.0% | -20.3% |
| 1Y | -7.8% | +27.6% | -35.4% | -15.4% |
| All | +89.6% | +121.4% | -31.8% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling