+23.5%
XLP vs BURL
-5.1%
+28.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | -0.6% |
| 7D | +3.5% | +3.5% | 0.0% | +3.3% |
| 30D | +11.6% | -9.3% | +20.8% | +11.8% |
| 3M | +7.6% | -32.1% | +39.7% | +8.8% |
| 6M | +10.0% | -19.8% | +29.8% | +11.3% |
| YTD | +19.7% | -13.2% | +32.9% | +21.3% |
| 1Y | +23.5% | -7.8% | +31.3% | +24.9% |
| All | +23.5% | -5.1% | +28.6% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling