-14.1%
BURL vs XPO
+296.5%
-310.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.3% | -2.0% | +2.3% |
| 7D | +7.7% | -1.9% | +9.6% | +8.3% |
| 30D | -7.1% | +2.5% | -9.6% | -8.0% |
| 3M | -30.3% | -7.2% | -23.1% | -28.9% |
| 6M | -15.5% | -8.1% | -7.5% | -14.2% |
| YTD | -11.0% | +38.3% | -49.3% | -21.1% |
| 1Y | -8.4% | +33.6% | -42.0% | -18.3% |
| 3Y | +96.7% | +133.1% | -36.4% | +37.9% |
| 5Y | -14.1% | +308.9% | -323.0% | -54.9% |
| All | -14.1% | +296.5% | -310.6% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling