+175.4%
XLV vs BURL
+188.6%
-13.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.0% | +0.5% |
| 7D | -3.7% | -7.0% | +3.3% | -2.8% |
| 30D | -1.1% | -35.6% | +34.5% | +4.7% |
| 3M | +8.2% | -26.3% | +34.5% | +12.4% |
| 6M | +8.9% | -20.7% | +29.6% | +11.7% |
| YTD | +8.5% | -17.2% | +25.7% | +10.4% |
| 1Y | +22.3% | -15.0% | +37.3% | +23.5% |
| 3Y | +32.6% | +53.2% | -20.6% | +20.0% |
| 5Y | +34.4% | -18.7% | +53.1% | +31.0% |
| 10Y | +175.4% | +192.1% | -16.7% | +129.5% |
| All | +175.4% | +188.6% | -13.2% | +129.5% |
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