+42.7%
XLP vs BURL
-15.9%
+58.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | -0.5% |
| 7D | +3.5% | +3.5% | 0.0% | +3.2% |
| 30D | +11.6% | -9.3% | +20.8% | +12.3% |
| 3M | +7.6% | -32.1% | +39.7% | +10.5% |
| 6M | +10.0% | -19.8% | +29.8% | +11.5% |
| YTD | +19.7% | -13.2% | +32.9% | +20.5% |
| 1Y | +23.5% | -7.8% | +31.3% | +23.5% |
| 3Y | +44.0% | +89.3% | -45.3% | +33.6% |
| 5Y | +42.7% | -15.8% | +58.5% | +35.8% |
| All | +42.7% | -15.9% | +58.5% | +35.8% |
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