+130.0%
XME vs BURL
+63.9%
+66.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.3% |
| 7D | -0.1% | -2.8% | +2.7% | +0.4% |
| 30D | +6.0% | -28.2% | +34.1% | +13.1% |
| 3M | -7.7% | -17.6% | +9.9% | -4.6% |
| 6M | +1.0% | -11.8% | +12.7% | +2.3% |
| YTD | +14.6% | -8.1% | +22.8% | +15.0% |
| 1Y | +46.0% | -12.0% | +57.9% | +46.7% |
| All | +130.0% | +63.9% | +66.1% | +105.8% |
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