+190.5%
XME vs BURL
+987.9%
-797.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.7% | -4.9% |
| 7D | -10.5% | +3.5% | -14.0% | -11.3% |
| 30D | -16.5% | -9.3% | -7.2% | -14.6% |
| 3M | -19.2% | -32.1% | +12.9% | -11.7% |
| 6M | -23.8% | -19.8% | -4.0% | -20.7% |
| YTD | -12.6% | -13.2% | +0.6% | -11.1% |
| 1Y | -0.1% | -7.8% | +7.7% | -0.5% |
| 3Y | +79.3% | +89.3% | -10.1% | +44.0% |
| 5Y | +108.2% | -15.8% | +124.0% | +96.3% |
| 10Y | +292.6% | +262.2% | +30.4% | +163.6% |
| All | +190.5% | +987.9% | -797.5% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling