+298.5%
XME vs BURL
+252.7%
+45.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +3.8% |
| 7D | -4.5% | +4.1% | -8.5% | -5.6% |
| 30D | -10.9% | -9.5% | -1.4% | -8.7% |
| 3M | -15.3% | -33.5% | +18.3% | -6.3% |
| 6M | -24.6% | -22.1% | -2.5% | -20.7% |
| YTD | -9.6% | -14.6% | +4.9% | -7.7% |
| 1Y | +2.9% | -8.4% | +11.3% | +2.5% |
| 3Y | +86.9% | +86.6% | +0.3% | +46.8% |
| 5Y | +115.2% | -17.2% | +132.3% | +103.5% |
| All | +298.5% | +252.7% | +45.9% | +153.5% |
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