+218.2%
XLY vs BURL
+188.6%
+29.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.4% | +5.0% | +0.4% |
| 7D | -2.1% | -7.0% | +4.9% | -0.2% |
| 30D | -6.0% | -35.6% | +29.6% | +5.8% |
| 3M | -2.7% | -26.3% | +23.5% | +5.3% |
| 6M | -1.5% | -20.7% | +19.2% | +4.0% |
| YTD | -5.4% | -17.2% | +11.8% | -1.7% |
| 1Y | -3.8% | -15.0% | +11.2% | -1.6% |
| 3Y | +36.6% | +53.2% | -16.6% | +14.1% |
| 5Y | +27.4% | -18.7% | +46.1% | +21.8% |
| 10Y | +218.2% | +192.1% | +26.1% | +121.9% |
| All | +218.2% | +188.6% | +29.6% | +121.9% |
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