+142.5%
XLC vs BURL
+73.6%
+68.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.7% |
| 7D | -0.8% | -2.8% | +1.9% | -0.3% |
| 30D | +1.0% | -28.2% | +29.2% | +8.2% |
| 3M | -0.7% | -17.6% | +16.9% | +3.1% |
| 6M | -5.1% | -11.8% | +6.6% | -3.5% |
| YTD | -4.3% | -8.1% | +3.9% | -3.7% |
| 1Y | -0.6% | -12.0% | +11.4% | +0.3% |
| 3Y | +72.7% | +63.3% | +9.4% | +46.2% |
| 5Y | +38.0% | -10.8% | +48.8% | +29.4% |
| All | +142.5% | +73.6% | +68.9% | +79.3% |
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 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