+138.4%
XLE vs BURL
+987.9%
-849.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | 0.0% | -2.4% |
| 7D | -10.3% | +3.5% | -13.8% | -11.0% |
| 30D | -3.3% | -9.3% | +6.0% | -1.7% |
| 3M | +8.2% | -32.1% | +40.3% | +16.2% |
| 6M | +5.0% | -19.8% | +24.8% | +8.3% |
| YTD | +40.6% | -13.2% | +53.8% | +41.6% |
| 1Y | +45.0% | -7.8% | +52.9% | +43.6% |
| 3Y | +56.3% | +89.3% | -33.0% | +26.7% |
| 5Y | +152.2% | -15.8% | +168.0% | +138.4% |
| 10Y | +173.0% | +262.2% | -89.2% | +90.0% |
| All | +138.4% | +987.9% | -849.5% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling