+188.0%
XEL vs BURL
+232.1%
-44.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.5% |
| 7D | +2.4% | -1.6% | +4.0% | +2.6% |
| 30D | +8.3% | -7.7% | +16.0% | +9.0% |
| 3M | +4.2% | -31.7% | +35.8% | +7.5% |
| 6M | +3.7% | -15.2% | +18.9% | +4.8% |
| YTD | +13.1% | -15.9% | +29.0% | +14.1% |
| 1Y | +5.0% | -14.2% | +19.2% | +5.6% |
| 3Y | +55.0% | +93.5% | -38.6% | +40.5% |
| 5Y | +51.8% | -9.9% | +61.7% | +46.6% |
| All | +188.0% | +232.1% | -44.0% | +161.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling