+1,093.1%
XLK vs BURL
+970.5%
+122.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.8% |
| 7D | -8.2% | +4.1% | -12.3% | -9.1% |
| 30D | -18.2% | -9.5% | -8.7% | -16.5% |
| 3M | -11.0% | -33.5% | +22.5% | -3.1% |
| 6M | -2.9% | -22.1% | +19.2% | +1.5% |
| YTD | +14.8% | -14.6% | +29.4% | +17.2% |
| 1Y | +14.5% | -8.4% | +22.9% | +14.4% |
| 3Y | +94.2% | +86.6% | +7.6% | +61.4% |
| 5Y | +104.6% | -17.2% | +121.8% | +95.9% |
| 10Y | +690.2% | +256.4% | +433.9% | +459.5% |
| All | +1,093.1% | +970.5% | +122.5% | +657.9% |
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