+162.8%
XRT vs BURL
+987.9%
-825.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -1.8% |
| 7D | +2.3% | +3.5% | -1.2% | +1.1% |
| 30D | +9.8% | -9.3% | +19.1% | +13.5% |
| 3M | -0.2% | -32.1% | +31.9% | +13.5% |
| 6M | +8.4% | -19.8% | +28.2% | +15.5% |
| YTD | +7.5% | -13.2% | +20.7% | +10.9% |
| 1Y | +13.2% | -7.8% | +21.0% | +13.3% |
| 3Y | +52.0% | +89.3% | -37.3% | +13.4% |
| 5Y | -3.2% | -15.8% | +12.6% | -8.7% |
| 10Y | +157.1% | +262.2% | -105.1% | +47.6% |
| All | +162.8% | +987.9% | -825.1% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling