+47.9%
XOM vs BURL
-13.7%
+61.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.6% | +1.7% |
| 7D | +2.7% | +0.4% | +2.3% | +2.8% |
| 30D | -2.5% | -4.3% | +1.9% | -2.7% |
| 3M | +7.0% | -28.8% | +35.7% | +5.0% |
| 6M | +14.2% | -12.8% | +27.0% | +14.1% |
| YTD | +43.9% | -12.8% | +56.7% | +41.8% |
| 1Y | +47.9% | -12.3% | +60.2% | +45.1% |
| All | +47.9% | -13.7% | +61.6% | +45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling