+45.4%
XLB vs BURL
+97.8%
-52.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 30D | +7.2% | -4.4% | +11.7% | +7.9% |
| 3M | 0.0% | -28.6% | +28.6% | +5.3% |
| 6M | +2.3% | -12.3% | +14.6% | +3.7% |
| YTD | +18.4% | -11.3% | +29.7% | +19.5% |
| 1Y | +23.3% | -10.4% | +33.8% | +23.9% |
| All | +45.4% | +97.8% | -52.4% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling