+67.4%
XLF vs BURL
-11.0%
+78.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.2% |
| 7D | 0.0% | -2.8% | +2.8% | +0.4% |
| 30D | +0.2% | -28.2% | +28.3% | +5.8% |
| 3M | +11.7% | -17.6% | +29.3% | +15.1% |
| 6M | +13.8% | -11.8% | +25.6% | +15.4% |
| YTD | +7.0% | -8.1% | +15.1% | +7.6% |
| 1Y | +9.1% | -12.0% | +21.1% | +10.1% |
| 3Y | +75.6% | +63.3% | +12.3% | +54.9% |
| All | +67.4% | -11.0% | +78.4% | +61.0% |
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