+191.6%
XOM vs BURL
+261.4%
-69.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -1.3% |
| 7D | -8.3% | +7.7% | -16.0% | -9.5% |
| 30D | -2.5% | -7.1% | +4.7% | -1.6% |
| 3M | +8.3% | -30.3% | +38.6% | +14.2% |
| 6M | +15.5% | -15.5% | +31.0% | +17.3% |
| YTD | +39.6% | -11.0% | +50.6% | +39.8% |
| 1Y | +44.6% | -8.4% | +53.0% | +43.6% |
| 3Y | +76.6% | +96.7% | -20.1% | +46.7% |
| 5Y | +195.8% | -14.1% | +209.9% | +184.4% |
| 10Y | +191.6% | +255.1% | -63.5% | +128.2% |
| All | +191.6% | +261.4% | -69.8% | +128.2% |
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