+334.3%
XLY vs BURL
+1,051.1%
-716.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -2.0% |
| 7D | -2.0% | -2.8% | +0.8% | -1.3% |
| 30D | -3.1% | -28.2% | +25.0% | +5.3% |
| 3M | -1.8% | -17.6% | +15.8% | +2.8% |
| 6M | -0.9% | -11.8% | +10.9% | +1.5% |
| YTD | -3.4% | -8.1% | +4.8% | -2.3% |
| 1Y | -1.5% | -12.0% | +10.4% | -0.2% |
| 3Y | +38.8% | +63.3% | -24.5% | +15.9% |
| 5Y | +30.5% | -10.8% | +41.3% | +22.0% |
| 10Y | +215.3% | +215.9% | -0.6% | +115.0% |
| All | +334.3% | +1,051.1% | -716.8% | +152.4% |
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