+25.0%
XLB vs BURL
-5.1%
+30.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.6% |
| 7D | -0.4% | +3.5% | -3.9% | -0.8% |
| 30D | +5.2% | -9.3% | +14.5% | +6.2% |
| 3M | -0.1% | -32.1% | +32.0% | +3.9% |
| 6M | +2.4% | -19.8% | +22.2% | +4.5% |
| YTD | +16.9% | -13.2% | +30.1% | +18.9% |
| 1Y | +25.0% | -7.8% | +32.9% | +26.9% |
| All | +25.0% | -5.1% | +30.2% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling