+270.1%
XHB vs BURL
+1,051.1%
-781.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.7% | +0.2% |
| 7D | -1.3% | -2.8% | +1.5% | -0.5% |
| 30D | -6.9% | -28.2% | +21.3% | +2.6% |
| 3M | -1.3% | -17.6% | +16.3% | +4.2% |
| 6M | -6.8% | -11.8% | +5.0% | -4.1% |
| YTD | +0.7% | -8.1% | +8.9% | +2.2% |
| 1Y | -11.2% | -12.0% | +0.7% | -9.7% |
| 3Y | +25.3% | +63.3% | -38.0% | +2.1% |
| 5Y | +37.3% | -10.8% | +48.1% | +28.0% |
| 10Y | +211.5% | +215.9% | -4.4% | +104.6% |
| All | +270.1% | +1,051.1% | -781.1% | +109.1% |
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