+285.4%
XME vs BURL
+261.4%
+24.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.3% | +4.4% |
| 7D | +0.9% | +7.7% | -6.8% | -1.1% |
| 30D | -7.3% | -7.1% | -0.2% | -5.7% |
| 3M | -14.8% | -30.3% | +15.5% | -6.9% |
| 6M | -18.4% | -15.5% | -2.8% | -16.0% |
| YTD | -4.7% | -11.0% | +6.3% | -3.6% |
| 1Y | +5.7% | -8.4% | +14.1% | +5.4% |
| 3Y | +104.0% | +96.7% | +7.3% | +57.9% |
| 5Y | +122.4% | -14.1% | +136.5% | +108.5% |
| 10Y | +285.4% | +255.1% | +30.3% | +139.9% |
| All | +285.4% | +261.4% | +24.0% | +139.9% |
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