+174.3%
XLE vs BURL
+215.5%
-41.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.4% |
| 7D | +2.2% | -2.8% | +5.0% | +2.8% |
| 30D | +11.8% | -28.2% | +39.9% | +19.8% |
| 3M | +9.8% | -17.6% | +27.4% | +13.9% |
| 6M | +15.6% | -11.8% | +27.4% | +17.0% |
| YTD | +45.3% | -8.1% | +53.4% | +45.3% |
| 1Y | +48.3% | -12.0% | +60.3% | +48.9% |
| 3Y | +55.4% | +63.3% | -7.9% | +28.6% |
| 5Y | +216.1% | -10.8% | +226.9% | +197.5% |
| All | +174.3% | +215.5% | -41.2% | +96.6% |
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