+254.3%
XLI vs BURL
+215.5%
+38.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.2% |
| 7D | -1.1% | -2.8% | +1.7% | -0.5% |
| 30D | -5.9% | -28.2% | +22.2% | +1.2% |
| 3M | -0.3% | -17.6% | +17.3% | +3.7% |
| 6M | +0.1% | -11.8% | +11.9% | +2.0% |
| YTD | +13.6% | -8.1% | +21.7% | +14.5% |
| 1Y | +17.2% | -12.0% | +29.1% | +18.5% |
| 3Y | +68.2% | +63.3% | +4.9% | +42.2% |
| 5Y | +80.7% | -10.8% | +91.5% | +70.9% |
| All | +254.3% | +215.5% | +38.8% | +159.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling