+23.5%
XBI vs BURL
-11.0%
+34.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -3.0% | -1.0% |
| 7D | +0.9% | -2.8% | +3.7% | +1.5% |
| 30D | +7.1% | -28.2% | +35.2% | +15.7% |
| 3M | +22.9% | -17.6% | +40.5% | +28.0% |
| 6M | +29.7% | -11.8% | +41.5% | +32.1% |
| YTD | +34.5% | -8.1% | +42.6% | +35.3% |
| 1Y | +76.1% | -12.0% | +88.0% | +77.7% |
| 3Y | +103.2% | +63.3% | +39.9% | +68.6% |
| All | +23.5% | -11.0% | +34.5% | +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