+351.7%
XLF vs BURL
+1,051.1%
-699.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.4% |
| 7D | 0.0% | -2.8% | +2.8% | +0.6% |
| 30D | +0.2% | -28.2% | +28.3% | +7.7% |
| 3M | +11.7% | -17.6% | +29.3% | +16.2% |
| 6M | +13.8% | -11.8% | +25.6% | +15.9% |
| YTD | +7.0% | -8.1% | +15.1% | +7.8% |
| 1Y | +9.1% | -12.0% | +21.1% | +10.2% |
| 3Y | +75.6% | +63.3% | +12.3% | +47.9% |
| 5Y | +66.4% | -10.8% | +77.2% | +56.1% |
| 10Y | +250.3% | +215.9% | +34.4% | +146.7% |
| All | +351.7% | +1,051.1% | -699.4% | +177.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling