+225.2%
XLF vs BURL
+254.9%
-29.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -1.0% | -0.8% | -0.2% | -0.8% |
| 30D | +6.5% | -4.4% | +10.9% | +7.5% |
| 3M | +1.8% | -28.6% | +30.4% | +9.8% |
| 6M | +15.4% | -12.3% | +27.7% | +17.6% |
| YTD | +8.4% | -11.3% | +19.6% | +9.7% |
| 1Y | +11.9% | -10.4% | +22.4% | +12.5% |
| 3Y | +81.1% | +96.1% | -14.9% | +42.1% |
| 5Y | +59.5% | -5.0% | +64.5% | +46.3% |
| 10Y | +225.2% | +251.8% | -26.6% | +128.8% |
| All | +225.2% | +254.9% | -29.8% | +128.8% |
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