+204.8%
XOM vs BURL
-9.5%
+214.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.3% |
| 7D | -1.5% | -0.8% | -0.7% | -1.5% |
| 30D | -3.2% | -4.4% | +1.3% | -3.0% |
| 3M | +5.0% | -28.6% | +33.6% | +7.0% |
| 6M | +12.9% | -12.3% | +25.2% | +13.3% |
| YTD | +41.3% | -11.3% | +52.6% | +41.3% |
| 1Y | +43.2% | -10.4% | +53.7% | +42.9% |
| 3Y | +77.3% | +96.1% | -18.7% | +64.7% |
| 5Y | +204.8% | -5.0% | +209.8% | +197.3% |
| All | +204.8% | -9.5% | +214.3% | +197.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling