+217.7%
XLV vs BURL
+232.1%
-14.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +1.0% |
| 7D | +2.2% | -1.6% | +3.8% | +2.4% |
| 30D | +8.6% | -7.7% | +16.3% | +9.7% |
| 3M | +12.6% | -31.7% | +44.2% | +18.1% |
| 6M | +29.8% | -15.2% | +44.9% | +31.7% |
| YTD | +23.5% | -15.9% | +39.4% | +25.2% |
| 1Y | +25.7% | -14.2% | +39.9% | +26.7% |
| 3Y | +56.3% | +93.5% | -37.2% | +36.6% |
| 5Y | +53.1% | -9.9% | +63.0% | +46.6% |
| All | +217.7% | +232.1% | -14.4% | +163.9% |
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