+167.2%
XLE vs BURL
+258.4%
-91.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | 0.0% | -2.4% |
| 7D | -10.3% | +3.5% | -13.8% | -11.1% |
| 30D | -3.3% | -9.3% | +6.0% | -1.6% |
| 3M | +8.2% | -32.1% | +40.3% | +16.8% |
| 6M | +5.0% | -19.8% | +24.8% | +8.5% |
| YTD | +40.6% | -13.2% | +53.8% | +41.6% |
| 1Y | +45.0% | -7.8% | +52.9% | +43.3% |
| 3Y | +56.3% | +89.3% | -33.0% | +23.6% |
| 5Y | +152.2% | -15.8% | +168.0% | +139.8% |
| All | +167.2% | +258.4% | -91.2% | +95.0% |
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 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