+250.4%
XLU vs BURL
+970.5%
-720.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -0.7% | +4.1% | -4.8% | -1.2% |
| 30D | +4.8% | -9.5% | +14.3% | +5.9% |
| 3M | +0.2% | -33.5% | +33.7% | +4.5% |
| 6M | -4.3% | -22.1% | +17.7% | -2.2% |
| YTD | +3.1% | -14.6% | +17.7% | +4.1% |
| 1Y | +0.3% | -8.4% | +8.7% | +0.2% |
| 3Y | +52.9% | +86.6% | -33.7% | +37.6% |
| 5Y | +49.1% | -17.2% | +66.3% | +44.6% |
| 10Y | +146.6% | +256.4% | -109.8% | +105.1% |
| All | +250.4% | +970.5% | -720.2% | +192.2% |
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 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