+274.3%
XHB vs BURL
+987.9%
-713.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -2.5% |
| 7D | +2.5% | +3.5% | -0.9% | +1.5% |
| 30D | +6.7% | -9.3% | +15.9% | +9.8% |
| 3M | -5.8% | -32.1% | +26.3% | +5.3% |
| 6M | +1.7% | -19.8% | +21.5% | +7.6% |
| YTD | +1.9% | -13.2% | +15.1% | +4.9% |
| 1Y | +0.9% | -7.8% | +8.7% | +1.2% |
| 3Y | +37.6% | +89.3% | -51.7% | +7.1% |
| 5Y | +35.7% | -15.8% | +51.6% | +28.6% |
| 10Y | +262.3% | +262.2% | +0.2% | +132.6% |
| All | +274.3% | +987.9% | -713.7% | +114.5% |
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