+136.0%
XLC vs BURL
+58.9%
+77.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.6% | +1.8% |
| 7D | +3.7% | -1.6% | +5.3% | +4.0% |
| 30D | -1.9% | -7.7% | +5.8% | -0.3% |
| 3M | -3.1% | -31.7% | +28.5% | +4.5% |
| 6M | -6.4% | -15.2% | +8.8% | -4.1% |
| YTD | -6.8% | -15.9% | +9.1% | -4.8% |
| 1Y | -1.7% | -14.2% | +12.5% | -0.4% |
| 3Y | +64.7% | +93.5% | -28.8% | +33.3% |
| 5Y | +41.1% | -9.9% | +51.0% | +31.5% |
| All | +136.0% | +58.9% | +77.1% | +77.2% |
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