+212.0%
XLV vs BURL
+247.8%
-35.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.5% |
| 7D | +2.6% | +5.9% | -3.2% | +1.9% |
| 30D | +10.6% | -8.3% | +18.9% | +11.8% |
| 3M | +12.6% | -31.6% | +44.2% | +18.0% |
| 6M | +32.7% | -16.6% | +49.3% | +35.0% |
| YTD | +23.5% | -12.1% | +35.6% | +24.5% |
| 1Y | +30.4% | -10.0% | +40.4% | +30.6% |
| 3Y | +57.3% | +94.3% | -37.0% | +37.5% |
| 5Y | +53.4% | -13.2% | +66.6% | +48.2% |
| 10Y | +212.0% | +252.5% | -40.5% | +159.0% |
| All | +212.0% | +247.8% | -35.8% | +159.0% |
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