+355.2%
XLV vs BURL
+1,015.7%
-660.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +1.3% |
| 7D | +2.0% | +7.7% | -5.7% | +1.0% |
| 30D | +10.3% | -7.1% | +17.4% | +11.3% |
| 3M | +14.1% | -30.3% | +44.4% | +19.4% |
| 6M | +32.3% | -15.5% | +47.9% | +34.5% |
| YTD | +23.2% | -11.0% | +34.1% | +24.0% |
| 1Y | +31.0% | -8.4% | +39.4% | +31.0% |
| 3Y | +57.7% | +96.7% | -38.9% | +37.7% |
| 5Y | +53.4% | -14.1% | +67.5% | +47.8% |
| 10Y | +214.5% | +255.1% | -40.5% | +134.5% |
| All | +355.2% | +1,015.7% | -660.5% | +207.0% |
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 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