+58.1%
XLE vs BURL
+89.8%
-31.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | 0.0% | -2.8% |
| 7D | -10.3% | +3.5% | -13.8% | -10.5% |
| 30D | -3.3% | -9.3% | +6.0% | -2.7% |
| 3M | +8.2% | -32.1% | +40.3% | +11.3% |
| 6M | +5.0% | -19.8% | +24.8% | +6.3% |
| YTD | +40.6% | -13.2% | +53.8% | +40.4% |
| 1Y | +45.0% | -7.8% | +52.9% | +43.4% |
| All | +58.1% | +89.8% | -31.7% | +47.1% |
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