+86.9%
XME vs BURL
+86.7%
+0.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +3.7% |
| 7D | -4.5% | +4.1% | -8.5% | -5.2% |
| 30D | -10.9% | -9.5% | -1.4% | -9.3% |
| 3M | -15.3% | -33.5% | +18.3% | -8.6% |
| 6M | -24.6% | -22.1% | -2.5% | -21.8% |
| YTD | -9.6% | -14.6% | +4.9% | -8.4% |
| 1Y | +2.9% | -8.4% | +11.3% | +2.1% |
| 3Y | +86.9% | +86.6% | +0.3% | +65.9% |
| All | +86.9% | +86.7% | +0.2% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling