+188.5%
XOM vs BURL
+247.8%
-59.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -7.3% | +5.9% | -13.2% | -8.2% |
| 30D | -2.6% | -8.3% | +5.7% | -1.5% |
| 3M | +3.6% | -31.6% | +35.2% | +9.5% |
| 6M | +15.3% | -16.6% | +31.9% | +17.3% |
| YTD | +39.4% | -12.1% | +51.5% | +39.9% |
| 1Y | +43.2% | -10.0% | +53.1% | +42.6% |
| 3Y | +74.9% | +94.3% | -19.3% | +45.6% |
| 5Y | +201.3% | -13.2% | +214.5% | +188.3% |
| 10Y | +188.5% | +252.5% | -64.0% | +126.1% |
| All | +188.5% | +247.8% | -59.4% | +126.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling