+224.2%
XLF vs BURL
+247.8%
-23.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | +1.9% | +5.9% | -3.9% | +0.5% |
| 30D | +6.5% | -8.3% | +14.8% | +8.6% |
| 3M | +1.2% | -31.6% | +32.8% | +10.3% |
| 6M | +14.6% | -16.6% | +31.2% | +18.2% |
| YTD | +7.7% | -12.1% | +19.8% | +9.3% |
| 1Y | +11.8% | -10.0% | +21.8% | +12.2% |
| 3Y | +80.1% | +94.3% | -14.2% | +41.6% |
| 5Y | +59.0% | -13.2% | +72.2% | +49.9% |
| 10Y | +224.2% | +252.5% | -28.3% | +128.9% |
| All | +224.2% | +247.8% | -23.6% | +128.9% |
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