+339.4%
XEL vs BURL
+987.9%
-648.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | +0.1% |
| 7D | +1.7% | +3.5% | -1.8% | +1.4% |
| 30D | +10.5% | -9.3% | +19.8% | +11.3% |
| 3M | +4.9% | -32.1% | +37.0% | +8.2% |
| 6M | +0.2% | -19.8% | +20.0% | +1.7% |
| YTD | +11.3% | -13.2% | +24.5% | +12.0% |
| 1Y | +2.1% | -7.8% | +9.9% | +2.0% |
| 3Y | +45.7% | +89.3% | -43.6% | +33.9% |
| 5Y | +47.9% | -15.8% | +63.7% | +44.2% |
| 10Y | +170.7% | +262.2% | -91.5% | +133.0% |
| All | +339.4% | +987.9% | -648.5% | +289.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling