+29.0%
XLB vs BURL
-17.2%
+46.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -1.5% | +4.1% | -5.6% | -2.2% |
| 30D | +6.1% | -9.5% | +15.5% | +7.8% |
| 3M | 0.0% | -33.5% | +33.6% | +7.2% |
| 6M | 0.0% | -22.1% | +22.0% | +3.7% |
| YTD | +16.0% | -14.6% | +30.6% | +18.0% |
| 1Y | +24.7% | -8.4% | +33.1% | +24.7% |
| 3Y | +40.4% | +86.6% | -46.2% | +20.2% |
| All | +29.0% | -17.2% | +46.2% | +19.4% |
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