+136.8%
XLU vs BURL
+206.3%
-69.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +1.3% |
| 7D | +2.1% | -2.6% | +4.7% | +2.4% |
| 30D | -0.4% | -30.8% | +30.4% | +4.1% |
| 3M | +0.5% | -18.7% | +19.1% | +2.8% |
| 6M | -5.8% | -16.4% | +10.6% | -4.2% |
| YTD | +3.1% | -11.6% | +14.7% | +4.0% |
| 1Y | +8.1% | -12.0% | +20.1% | +8.6% |
| 3Y | +50.5% | +63.6% | -13.1% | +36.0% |
| 5Y | +44.7% | -12.6% | +57.3% | +39.5% |
| 10Y | +136.8% | +206.5% | -69.7% | +105.2% |
| All | +136.8% | +206.3% | -69.5% | +105.2% |
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