+246.4%
XLF vs BURL
+206.3%
+40.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.4% | -0.5% |
| 7D | +0.2% | -2.6% | +2.7% | +0.8% |
| 30D | -0.5% | -30.8% | +30.3% | +8.5% |
| 3M | +10.6% | -18.7% | +29.3% | +15.7% |
| 6M | +14.3% | -16.4% | +30.7% | +18.2% |
| YTD | +5.5% | -11.6% | +17.1% | +7.3% |
| 1Y | +9.6% | -12.0% | +21.6% | +10.7% |
| 3Y | +75.2% | +63.6% | +11.5% | +44.6% |
| 5Y | +65.5% | -12.6% | +78.1% | +56.0% |
| 10Y | +246.4% | +206.5% | +39.9% | +148.9% |
| All | +246.4% | +206.3% | +40.1% | +148.9% |
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