+125.2%
XBI vs BURL
+87.4%
+37.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.1% | +0.3% |
| 7D | -1.1% | -1.6% | +0.5% | -0.8% |
| 30D | +2.6% | -7.7% | +10.3% | +4.1% |
| 3M | -4.0% | -31.7% | +27.6% | +2.7% |
| 6M | +10.9% | -15.2% | +26.1% | +13.0% |
| YTD | +23.6% | -15.9% | +39.5% | +25.8% |
| 1Y | +35.1% | -14.2% | +49.3% | +36.3% |
| 3Y | +125.2% | +93.5% | +31.7% | +110.2% |
| All | +125.2% | +87.4% | +37.7% | +110.2% |
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