+57.7%
XLV vs BURL
+95.8%
-38.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +1.6% |
| 7D | +2.0% | +7.7% | -5.7% | +1.5% |
| 30D | +10.3% | -7.1% | +17.4% | +10.7% |
| 3M | +14.1% | -30.3% | +44.4% | +16.8% |
| 6M | +32.3% | -15.5% | +47.9% | +33.4% |
| YTD | +23.2% | -11.0% | +34.1% | +23.5% |
| 1Y | +31.0% | -8.4% | +39.4% | +30.9% |
| 3Y | +57.7% | +96.7% | -38.9% | +51.7% |
| All | +57.7% | +95.8% | -38.1% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling