+340.8%
XLI vs BURL
+970.5%
-629.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -2.8% | +4.1% | -6.9% | -3.7% |
| 30D | -3.1% | -9.5% | +6.4% | -1.2% |
| 3M | -11.7% | -33.5% | +21.8% | -4.3% |
| 6M | -7.6% | -22.1% | +14.5% | -3.6% |
| YTD | +5.7% | -14.6% | +20.3% | +7.8% |
| 1Y | +7.8% | -8.4% | +16.2% | +7.8% |
| 3Y | +67.4% | +86.6% | -19.2% | +39.6% |
| 5Y | +64.8% | -17.2% | +82.0% | +57.9% |
| 10Y | +241.2% | +256.4% | -15.2% | +146.6% |
| All | +340.8% | +970.5% | -629.8% | +192.9% |
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