+59.5%
XLF vs BURL
-9.5%
+69.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.2% |
| 3M | +1.8% | -28.6% | +30.4% | +7.3% |
| 6M | +15.4% | -12.3% | +27.7% | +17.0% |
| YTD | +8.4% | -11.3% | +19.6% | +9.4% |
| 1Y | +11.9% | -10.4% | +22.4% | +12.4% |
| 3Y | +81.1% | +96.1% | -14.9% | +53.9% |
| 5Y | +59.5% | -5.0% | +64.5% | +49.4% |
| All | +59.5% | -9.5% | +69.0% | +49.4% |
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