+86.6%
BURL vs XPO
+122.0%
-35.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +4.1% | -6.7% | +10.7% | +6.0% |
| 30D | -9.5% | -1.9% | -7.6% | -9.1% |
| 3M | -33.5% | -9.9% | -23.6% | -31.9% |
| 6M | -22.1% | -16.4% | -5.7% | -18.9% |
| YTD | -14.6% | +30.2% | -44.8% | -21.7% |
| 1Y | -8.4% | +29.9% | -38.2% | -16.3% |
| 3Y | +86.6% | +122.6% | -36.1% | +47.5% |
| All | +86.6% | +122.0% | -35.4% | +47.5% |
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