+373.6%
XLI vs BURL
+1,051.1%
-677.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.1% |
| 7D | -1.1% | -2.8% | +1.7% | -0.5% |
| 30D | -5.9% | -28.2% | +22.2% | +0.6% |
| 3M | -0.3% | -17.6% | +17.3% | +3.4% |
| 6M | +0.1% | -11.8% | +11.9% | +1.9% |
| YTD | +13.6% | -8.1% | +21.7% | +14.5% |
| 1Y | +17.2% | -12.0% | +29.1% | +18.4% |
| 3Y | +68.2% | +63.3% | +4.9% | +44.6% |
| 5Y | +80.7% | -10.8% | +91.5% | +70.8% |
| 10Y | +253.3% | +215.9% | +37.4% | +158.4% |
| All | +373.6% | +1,051.1% | -677.5% | +211.0% |
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 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