+112.7%
XLRE vs BURL
+401.6%
-289.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | +1.9% | +4.1% | -2.2% | +1.2% |
| 30D | +8.5% | -9.5% | +17.9% | +10.4% |
| 3M | -1.0% | -33.5% | +32.5% | +6.3% |
| 6M | 0.0% | -22.1% | +22.1% | +3.9% |
| YTD | +11.7% | -14.6% | +26.2% | +13.6% |
| 1Y | +11.8% | -8.4% | +20.2% | +11.8% |
| 3Y | +40.8% | +86.6% | -45.7% | +18.4% |
| 5Y | +8.2% | -17.2% | +25.3% | +3.5% |
| 10Y | +107.4% | +256.4% | -148.9% | +51.4% |
| All | +112.7% | +401.6% | -289.0% | +51.1% |
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