+63.0%
XLE vs BURL
+95.5%
-32.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +7.7% | -12.4% | -5.1% |
| 7D | -7.2% | +10.4% | -17.6% | -7.8% |
| 30D | +0.1% | -4.9% | +5.1% | +0.4% |
| 3M | +9.2% | -29.8% | +38.9% | +12.1% |
| 6M | +8.4% | -16.5% | +24.8% | +9.4% |
| YTD | +44.9% | -10.5% | +55.4% | +44.4% |
| 1Y | +49.9% | -5.3% | +55.2% | +48.0% |
| All | +63.0% | +95.5% | -32.6% | +51.3% |
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