+133.6%
XLC vs BURL
+64.8%
+68.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.6% |
| 7D | +3.1% | +0.4% | +2.6% | +3.0% |
| 30D | -4.2% | -4.3% | +0.1% | -3.4% |
| 3M | -2.1% | -28.8% | +26.6% | +4.7% |
| 6M | -6.6% | -12.8% | +6.2% | -4.9% |
| YTD | -7.8% | -12.8% | +5.0% | -6.5% |
| 1Y | -4.1% | -12.3% | +8.2% | -3.3% |
| 3Y | +62.6% | +92.7% | -30.1% | +32.0% |
| 5Y | +39.6% | -6.5% | +46.2% | +29.2% |
| All | +133.6% | +64.8% | +68.8% | +74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling