+44.6%
XLP vs BURL
-10.9%
+55.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.7% | -4.3% | +2.8% |
| 7D | +5.9% | +10.4% | -4.5% | +5.1% |
| 30D | +13.5% | -4.9% | +18.4% | +13.8% |
| 3M | +8.4% | -29.8% | +38.2% | +11.0% |
| 6M | +11.5% | -16.5% | +28.0% | +12.7% |
| YTD | +20.6% | -10.5% | +31.2% | +21.1% |
| 1Y | +24.3% | -5.3% | +29.6% | +24.1% |
| 3Y | +45.1% | +95.1% | -50.0% | +34.3% |
| 5Y | +44.6% | -12.1% | +56.7% | +37.3% |
| All | +44.6% | -10.9% | +55.5% | +37.3% |
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