+225.0%
XLP vs BURL
+1,021.0%
-796.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.7% | -4.3% | +2.6% |
| 7D | +5.9% | +10.4% | -4.5% | +4.8% |
| 30D | +13.5% | -4.9% | +18.4% | +14.0% |
| 3M | +8.4% | -29.8% | +38.2% | +12.2% |
| 6M | +11.5% | -16.5% | +28.0% | +13.2% |
| YTD | +20.6% | -10.5% | +31.2% | +21.2% |
| 1Y | +24.3% | -5.3% | +29.6% | +23.9% |
| 3Y | +45.1% | +95.1% | -50.0% | +30.7% |
| 5Y | +44.6% | -12.1% | +56.7% | +39.7% |
| 10Y | +133.1% | +273.2% | -140.1% | +85.0% |
| All | +225.0% | +1,021.0% | -796.0% | +140.5% |
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 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