+340.2%
XLI vs BURL
+987.9%
-647.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.5% |
| 7D | -4.5% | +3.5% | -8.0% | -5.2% |
| 30D | -5.3% | -9.3% | +4.0% | -3.5% |
| 3M | -12.6% | -32.1% | +19.5% | -5.7% |
| 6M | -5.3% | -19.8% | +14.5% | -1.8% |
| YTD | +5.6% | -13.2% | +18.8% | +7.3% |
| 1Y | +7.3% | -7.8% | +15.1% | +7.1% |
| 3Y | +66.7% | +89.3% | -22.6% | +38.6% |
| 5Y | +64.6% | -15.8% | +80.4% | +57.1% |
| 10Y | +240.8% | +262.2% | -21.4% | +145.5% |
| All | +340.2% | +987.9% | -647.7% | +191.6% |
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