+175.4%
XME vs BURL
-11.0%
+186.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.4% |
| 7D | -0.1% | -2.8% | +2.7% | +0.4% |
| 30D | +6.0% | -28.2% | +34.1% | +13.4% |
| 3M | -7.7% | -17.6% | +9.9% | -4.4% |
| 6M | +1.0% | -11.8% | +12.7% | +2.5% |
| YTD | +14.6% | -8.1% | +22.8% | +15.2% |
| 1Y | +46.0% | -12.0% | +57.9% | +47.2% |
| 3Y | +127.0% | +63.3% | +63.7% | +94.9% |
| All | +175.4% | -11.0% | +186.3% | +138.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling