+127.5%
XLP vs BURL
+258.4%
-130.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | -0.4% |
| 7D | +3.5% | +3.5% | 0.0% | +3.1% |
| 30D | +11.6% | -9.3% | +20.8% | +12.6% |
| 3M | +7.6% | -32.1% | +39.7% | +11.8% |
| 6M | +10.0% | -19.8% | +29.8% | +12.1% |
| YTD | +19.7% | -13.2% | +32.9% | +20.7% |
| 1Y | +23.5% | -7.8% | +31.3% | +23.4% |
| 3Y | +44.0% | +89.3% | -45.3% | +29.8% |
| 5Y | +42.7% | -15.8% | +58.5% | +38.8% |
| All | +127.5% | +258.4% | -130.9% | +89.5% |
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