+110.1%
XLRE vs BURL
+261.4%
-151.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.8% | +0.7% |
| 7D | +2.3% | +7.7% | -5.4% | +0.8% |
| 30D | +7.3% | -7.1% | +14.4% | +8.7% |
| 3M | +0.1% | -30.3% | +30.4% | +6.7% |
| 6M | +2.3% | -15.5% | +17.8% | +4.6% |
| YTD | +13.3% | -11.0% | +24.3% | +14.4% |
| 1Y | +12.0% | -8.4% | +20.4% | +12.0% |
| 3Y | +45.5% | +96.7% | -51.2% | +20.2% |
| 5Y | +9.3% | -14.1% | +23.4% | +4.0% |
| 10Y | +110.1% | +255.1% | -145.0% | +55.6% |
| All | +110.1% | +261.4% | -151.3% | +55.6% |
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