-4.7%
XRT vs BURL
-17.2%
+12.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.2% |
| 7D | +0.9% | +4.1% | -3.2% | -0.5% |
| 30D | +7.9% | -9.5% | +17.4% | +11.7% |
| 3M | -0.2% | -33.5% | +33.3% | +14.8% |
| 6M | +5.6% | -22.1% | +27.7% | +13.8% |
| YTD | +5.7% | -14.6% | +20.2% | +9.7% |
| 1Y | +14.6% | -8.4% | +22.9% | +14.7% |
| 3Y | +50.7% | +86.6% | -35.9% | +10.0% |
| All | -4.7% | -17.2% | +12.5% | -14.4% |
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