+108.2%
XME vs BURL
-15.9%
+124.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.7% | -5.0% |
| 7D | -10.5% | +3.5% | -14.0% | -11.2% |
| 30D | -16.5% | -9.3% | -7.2% | -14.8% |
| 3M | -19.2% | -32.1% | +12.9% | -12.7% |
| 6M | -23.8% | -19.8% | -4.0% | -21.2% |
| YTD | -12.6% | -13.2% | +0.6% | -11.3% |
| 1Y | -0.1% | -7.8% | +7.7% | -0.6% |
| 3Y | +79.3% | +89.3% | -10.1% | +48.4% |
| 5Y | +108.2% | -15.8% | +124.0% | +82.6% |
| All | +108.2% | -15.9% | +124.0% | +82.6% |
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