+35.8%
XHB vs BURL
-12.4%
+48.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.6% | +2.3% |
| 7D | +1.3% | +7.7% | -6.4% | -0.9% |
| 30D | +11.8% | -7.1% | +19.0% | +14.2% |
| 3M | -3.8% | -30.3% | +26.5% | +6.6% |
| 6M | +4.1% | -15.5% | +19.6% | +8.3% |
| YTD | +4.0% | -11.0% | +14.9% | +6.1% |
| 1Y | +1.6% | -8.4% | +10.0% | +2.1% |
| 3Y | +43.2% | +96.7% | -53.5% | +10.4% |
| 5Y | +35.8% | -14.1% | +49.9% | +24.4% |
| All | +35.8% | -12.4% | +48.2% | +24.4% |
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