+93.0%
XME vs BURL
+87.4%
+5.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.9% |
| 7D | +0.3% | -1.6% | +1.9% | +0.7% |
| 30D | -6.1% | -7.7% | +1.6% | -4.7% |
| 3M | -18.6% | -31.7% | +13.0% | -12.7% |
| 6M | -23.9% | -15.2% | -8.7% | -22.6% |
| YTD | -9.3% | -15.9% | +6.6% | -7.8% |
| 1Y | +1.8% | -14.2% | +16.0% | +2.5% |
| 3Y | +93.0% | +93.5% | -0.5% | +72.1% |
| All | +93.0% | +87.4% | +5.6% | +72.1% |
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