+348.6%
XLF vs BURL
+987.9%
-639.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | +0.1% | -2.2% |
| 7D | +1.0% | +3.5% | -2.5% | +0.2% |
| 30D | +6.5% | -9.3% | +15.7% | +8.7% |
| 3M | -0.5% | -32.1% | +31.6% | +7.9% |
| 6M | +12.2% | -19.8% | +32.0% | +16.7% |
| YTD | +6.3% | -13.2% | +19.5% | +8.1% |
| 1Y | +11.0% | -7.8% | +18.9% | +10.8% |
| 3Y | +78.3% | +89.3% | -11.0% | +44.5% |
| 5Y | +56.6% | -15.8% | +72.4% | +48.5% |
| 10Y | +254.6% | +262.2% | -7.6% | +145.1% |
| All | +348.6% | +987.9% | -639.3% | +178.4% |
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 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