+163.9%
XLE vs BURL
+247.8%
-83.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | -6.7% | +5.9% | -12.6% | -8.0% |
| 30D | -4.4% | -8.3% | +3.9% | -2.9% |
| 3M | +4.0% | -31.6% | +35.6% | +12.1% |
| 6M | +13.2% | -16.6% | +29.8% | +15.8% |
| YTD | +41.9% | -12.1% | +54.0% | +42.5% |
| 1Y | +41.6% | -10.0% | +51.6% | +40.8% |
| 3Y | +64.0% | +94.3% | -30.3% | +28.8% |
| 5Y | +158.1% | -13.2% | +171.3% | +143.1% |
| 10Y | +163.9% | +252.5% | -88.6% | +91.8% |
| All | +163.9% | +247.8% | -83.9% | +91.8% |
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