+312.9%
XLV vs BURL
+1,051.1%
-738.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.7% | -1.4% |
| 7D | +0.2% | -2.8% | +3.0% | +0.5% |
| 30D | +4.4% | -28.2% | +32.6% | +9.1% |
| 3M | +13.2% | -17.6% | +30.8% | +15.9% |
| 6M | +10.1% | -11.8% | +21.9% | +11.3% |
| YTD | +11.7% | -8.1% | +19.8% | +12.1% |
| 1Y | +26.9% | -12.0% | +38.9% | +27.6% |
| 3Y | +35.0% | +63.3% | -28.3% | +21.2% |
| 5Y | +35.9% | -10.8% | +46.7% | +30.3% |
| 10Y | +179.0% | +215.9% | -36.9% | +112.0% |
| All | +312.9% | +1,051.1% | -738.2% | +177.7% |
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 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