+1,254.7%
XLK vs BURL
+1,051.1%
+203.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.1% |
| 7D | +0.9% | -2.8% | +3.6% | +1.4% |
| 30D | +0.7% | -28.2% | +28.9% | +8.2% |
| 3M | -2.9% | -17.6% | +14.7% | +0.8% |
| 6M | +34.3% | -11.8% | +46.0% | +36.7% |
| YTD | +30.4% | -8.1% | +38.5% | +31.4% |
| 1Y | +43.4% | -12.0% | +55.3% | +44.9% |
| 3Y | +116.8% | +63.3% | +53.5% | +86.0% |
| 5Y | +144.0% | -10.8% | +154.8% | +130.2% |
| 10Y | +778.8% | +215.9% | +562.9% | +531.6% |
| All | +1,254.7% | +1,051.1% | +203.6% | +749.7% |
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