+181.5%
XEL vs BURL
+247.8%
-66.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | +1.7% | +5.9% | -4.1% | +1.2% |
| 30D | +8.6% | -8.3% | +16.9% | +9.4% |
| 3M | +5.1% | -31.6% | +36.7% | +8.4% |
| 6M | +2.5% | -16.6% | +19.1% | +3.7% |
| YTD | +11.0% | -12.1% | +23.1% | +11.6% |
| 1Y | +2.7% | -10.0% | +12.7% | +2.9% |
| 3Y | +49.7% | +94.3% | -44.5% | +35.9% |
| 5Y | +46.1% | -13.2% | +59.3% | +42.2% |
| 10Y | +181.5% | +252.5% | -71.0% | +156.6% |
| All | +181.5% | +247.8% | -66.3% | +156.6% |
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