+231.7%
XLI vs BURL
+254.9%
-23.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +0.9% | -0.8% | +1.7% | +1.1% |
| 30D | +1.1% | -4.4% | +5.5% | +2.0% |
| 3M | -7.7% | -28.6% | +20.9% | -0.9% |
| 6M | -1.8% | -12.3% | +10.5% | 0.0% |
| YTD | +11.1% | -11.3% | +22.4% | +12.5% |
| 1Y | +12.1% | -10.4% | +22.6% | +12.7% |
| 3Y | +73.8% | +96.1% | -22.2% | +40.2% |
| 5Y | +73.8% | -5.0% | +78.8% | +61.0% |
| 10Y | +231.7% | +251.8% | -20.1% | +141.7% |
| All | +231.7% | +254.9% | -23.2% | +141.7% |
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 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