+64.2%
BURL vs XPO
+155.9%
-91.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.9% | +1.4% |
| 7D | -2.8% | +2.4% | -5.2% | -3.5% |
| 30D | -28.2% | -3.5% | -24.6% | -27.6% |
| 3M | -17.6% | -11.9% | -5.7% | -15.2% |
| 6M | -11.8% | -10.0% | -1.8% | -10.2% |
| YTD | -8.1% | +42.1% | -50.2% | -17.7% |
| 1Y | -12.0% | +47.6% | -59.5% | -22.7% |
| All | +64.2% | +155.9% | -91.7% | +21.3% |
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