+17.4%
XBI vs BURL
-17.2%
+34.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.0% |
| 7D | -2.4% | +4.1% | -6.5% | -3.3% |
| 30D | +1.3% | -9.5% | +10.8% | +3.7% |
| 3M | -1.5% | -33.5% | +32.0% | +8.1% |
| 6M | +10.7% | -22.1% | +32.8% | +16.0% |
| YTD | +25.0% | -14.6% | +39.5% | +27.5% |
| 1Y | +39.9% | -8.4% | +48.2% | +39.4% |
| 3Y | +119.2% | +86.6% | +32.6% | +74.7% |
| All | +17.4% | -17.2% | +34.5% | +12.4% |
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