+127.9%
XLC vs BURL
+69.1%
+58.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.7% | -4.2% | +1.8% |
| 7D | +1.8% | +10.4% | -8.6% | -0.4% |
| 30D | -6.0% | -4.9% | -1.0% | -5.0% |
| 3M | -6.0% | -29.8% | +23.7% | +0.8% |
| 6M | -9.1% | -16.5% | +7.4% | -6.5% |
| YTD | -10.0% | -10.5% | +0.5% | -9.2% |
| 1Y | -5.8% | -5.3% | -0.5% | -6.6% |
| 3Y | +60.8% | +95.1% | -34.2% | +30.3% |
| 5Y | +36.6% | -12.1% | +48.6% | +28.2% |
| All | +127.9% | +69.1% | +58.9% | +69.0% |
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 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