+233.0%
XLI vs BURL
+252.7%
-19.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -2.8% | +4.1% | -6.9% | -3.8% |
| 30D | -3.1% | -9.5% | +6.4% | -1.1% |
| 3M | -11.7% | -33.5% | +21.8% | -3.7% |
| 6M | -7.6% | -22.1% | +14.5% | -3.3% |
| YTD | +5.7% | -14.6% | +20.3% | +7.9% |
| 1Y | +7.8% | -8.4% | +16.2% | +7.7% |
| 3Y | +67.4% | +86.6% | -19.2% | +36.6% |
| 5Y | +64.8% | -17.2% | +82.0% | +58.3% |
| All | +233.0% | +252.7% | -19.7% | +146.0% |
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 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