+699.4%
XLK vs BURL
+261.4%
+438.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.7% |
| 7D | -1.9% | +7.7% | -9.6% | -3.7% |
| 30D | -14.0% | -7.1% | -6.9% | -12.6% |
| 3M | -9.0% | -30.3% | +21.3% | -1.4% |
| 6M | -2.4% | -15.5% | +13.1% | +0.3% |
| YTD | +19.1% | -11.0% | +30.1% | +20.5% |
| 1Y | +19.2% | -8.4% | +27.6% | +19.2% |
| 3Y | +99.1% | +96.7% | +2.4% | +60.5% |
| 5Y | +112.0% | -14.1% | +126.0% | +101.3% |
| 10Y | +699.4% | +255.1% | +444.4% | +493.2% |
| All | +699.4% | +261.4% | +438.0% | +493.2% |
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