+153.5%
XLU vs BURL
+261.4%
-107.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.7% | +1.0% |
| 7D | +0.3% | +7.7% | -7.4% | -0.7% |
| 30D | +5.7% | -7.1% | +12.9% | +6.6% |
| 3M | +1.2% | -30.3% | +31.4% | +5.4% |
| 6M | -0.7% | -15.5% | +14.8% | +0.7% |
| YTD | +4.7% | -11.0% | +15.7% | +5.3% |
| 1Y | +0.4% | -8.4% | +8.9% | +0.4% |
| 3Y | +59.6% | +96.7% | -37.0% | +40.8% |
| 5Y | +52.9% | -14.1% | +67.0% | +47.9% |
| 10Y | +153.5% | +255.1% | -101.6% | +116.2% |
| All | +153.5% | +261.4% | -107.9% | +116.2% |
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