+22.8%
XBI vs BURL
-7.5%
+30.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.5% | -2.9% |
| 7D | +1.9% | +0.4% | +1.4% | +1.8% |
| 30D | +3.0% | -4.3% | +7.3% | +4.0% |
| 3M | -5.1% | -28.8% | +23.6% | +2.4% |
| 6M | +12.2% | -12.8% | +25.0% | +14.4% |
| YTD | +24.1% | -12.8% | +36.9% | +26.1% |
| 1Y | +33.1% | -12.3% | +45.3% | +34.3% |
| 3Y | +127.3% | +92.7% | +34.6% | +79.1% |
| All | +22.8% | -7.5% | +30.3% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling