+111.4%
XLK vs BURL
-10.8%
+122.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -1.2% |
| 7D | +3.4% | -1.6% | +4.9% | +3.7% |
| 30D | -10.6% | -7.7% | -2.8% | -9.1% |
| 3M | -10.6% | -31.7% | +21.0% | -3.2% |
| 6M | -3.5% | -15.2% | +11.7% | -1.1% |
| YTD | +18.7% | -15.9% | +34.6% | +21.5% |
| 1Y | +19.4% | -14.2% | +33.6% | +21.1% |
| 3Y | +94.5% | +93.5% | +0.9% | +60.0% |
| All | +111.4% | -10.8% | +122.2% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling