+177.3%
XOM vs BURL
+215.5%
-38.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.1% |
| 7D | +1.8% | -2.8% | +4.6% | +2.2% |
| 30D | +5.9% | -28.2% | +34.0% | +11.4% |
| 3M | +5.6% | -17.6% | +23.2% | +8.5% |
| 6M | +7.9% | -11.8% | +19.6% | +8.8% |
| YTD | +35.2% | -8.1% | +43.3% | +35.2% |
| 1Y | +46.0% | -12.0% | +57.9% | +46.5% |
| 3Y | +55.0% | +63.3% | -8.3% | +34.2% |
| 5Y | +246.3% | -10.8% | +257.1% | +231.4% |
| All | +177.3% | +215.5% | -38.1% | +114.0% |
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 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