+240.9%
XHB vs BURL
+254.9%
-14.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -4.1% | -0.8% | -3.3% | -3.8% |
| 30D | +9.6% | -4.4% | +14.0% | +11.2% |
| 3M | -6.0% | -28.6% | +22.6% | +4.3% |
| 6M | +2.2% | -12.3% | +14.5% | +5.4% |
| YTD | +1.1% | -11.3% | +12.4% | +3.5% |
| 1Y | -1.7% | -10.4% | +8.7% | -0.5% |
| 3Y | +36.5% | +96.1% | -59.6% | +2.2% |
| 5Y | +33.5% | -5.0% | +38.5% | +21.3% |
| 10Y | +240.9% | +251.8% | -10.9% | +126.9% |
| All | +240.9% | +254.9% | -14.0% | +126.9% |
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 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