+161.1%
XLU vs BURL
+244.4%
-83.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +1.2% | +0.4% | +0.7% | +1.1% |
| 30D | +4.6% | -4.3% | +9.0% | +5.1% |
| 3M | +0.7% | -28.8% | +29.4% | +4.6% |
| 6M | -1.7% | -12.8% | +11.1% | -0.7% |
| YTD | +4.8% | -12.8% | +17.6% | +5.6% |
| 1Y | +0.2% | -12.3% | +12.5% | +0.7% |
| 3Y | +58.9% | +92.7% | -33.8% | +40.4% |
| 5Y | +52.8% | -6.5% | +59.3% | +45.5% |
| All | +161.1% | +244.4% | -83.3% | +124.0% |
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