+62.9%
XLC vs BURL
+94.5%
-31.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.5% |
| 7D | +6.2% | +5.9% | +0.4% | +5.4% |
| 30D | -2.4% | -8.3% | +5.9% | -1.4% |
| 3M | -3.3% | -31.6% | +28.3% | +1.4% |
| 6M | -7.3% | -16.6% | +9.3% | -5.6% |
| YTD | -7.6% | -12.1% | +4.5% | -6.8% |
| 1Y | -3.7% | -10.0% | +6.3% | -3.5% |
| 3Y | +62.9% | +94.3% | -31.4% | +55.0% |
| All | +62.9% | +94.5% | -31.6% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling