+230.5%
XLB vs BURL
+1,021.0%
-790.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.7% | -5.2% | +0.9% |
| 7D | +3.9% | +10.4% | -6.5% | +1.8% |
| 30D | +8.9% | -4.9% | +13.8% | +9.9% |
| 3M | +4.1% | -29.8% | +33.9% | +11.5% |
| 6M | +7.3% | -16.5% | +23.8% | +10.3% |
| YTD | +20.4% | -10.5% | +30.9% | +21.6% |
| 1Y | +29.5% | -5.3% | +34.9% | +28.7% |
| 3Y | +44.9% | +95.1% | -50.2% | +19.8% |
| 5Y | +36.6% | -12.1% | +48.7% | +28.8% |
| 10Y | +183.5% | +273.2% | -89.6% | +102.9% |
| All | +230.5% | +1,021.0% | -790.5% | +116.3% |
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