+119.2%
XBI vs BURL
+86.7%
+32.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.9% |
| 7D | -2.4% | +4.1% | -6.5% | -3.1% |
| 30D | +1.3% | -9.5% | +10.8% | +3.2% |
| 3M | -1.5% | -33.5% | +32.0% | +5.9% |
| 6M | +10.7% | -22.1% | +32.8% | +14.7% |
| YTD | +25.0% | -14.6% | +39.5% | +26.8% |
| 1Y | +39.9% | -8.4% | +48.2% | +39.1% |
| 3Y | +119.2% | +86.6% | +32.6% | +101.5% |
| All | +119.2% | +86.7% | +32.5% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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