+54.8%
XLF vs BURL
-17.2%
+72.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | +1.2% | +4.1% | -2.9% | +0.5% |
| 30D | +6.3% | -9.5% | +15.8% | +8.0% |
| 3M | -0.8% | -33.5% | +32.7% | +5.8% |
| 6M | +11.0% | -22.1% | +33.1% | +14.9% |
| YTD | +5.6% | -14.6% | +20.2% | +7.3% |
| 1Y | +10.8% | -8.4% | +19.1% | +10.8% |
| 3Y | +77.8% | +86.6% | -8.8% | +52.8% |
| All | +54.8% | -17.2% | +72.0% | +47.4% |
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 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