+220.1%
XLB vs BURL
+1,051.1%
-831.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -3.0% | -0.9% |
| 7D | -1.4% | -2.8% | +1.4% | -0.9% |
| 30D | -0.4% | -28.2% | +27.8% | +6.5% |
| 3M | +2.0% | -17.6% | +19.6% | +5.8% |
| 6M | +1.8% | -11.8% | +13.6% | +3.6% |
| YTD | +16.6% | -8.1% | +24.7% | +17.4% |
| 1Y | +16.9% | -12.0% | +28.9% | +18.1% |
| 3Y | +32.6% | +63.3% | -30.7% | +14.0% |
| 5Y | +35.6% | -10.8% | +46.5% | +27.7% |
| 10Y | +160.0% | +215.9% | -55.9% | +90.1% |
| All | +220.1% | +1,051.1% | -831.0% | +108.9% |
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 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