+152.2%
XLE vs BURL
-15.9%
+168.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | 0.0% | -2.7% |
| 7D | -10.3% | +3.5% | -13.8% | -10.6% |
| 30D | -3.3% | -9.3% | +6.0% | -2.6% |
| 3M | +8.2% | -32.1% | +40.3% | +12.0% |
| 6M | +5.0% | -19.8% | +24.8% | +6.6% |
| YTD | +40.6% | -13.2% | +53.8% | +40.9% |
| 1Y | +45.0% | -7.8% | +52.9% | +44.0% |
| 3Y | +56.3% | +89.3% | -33.0% | +41.4% |
| 5Y | +152.2% | -15.8% | +168.0% | +152.2% |
| All | +152.2% | -15.9% | +168.1% | +152.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling