+152.3%
XRT vs BURL
+1,051.1%
-898.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.1% |
| 7D | +0.8% | -2.8% | +3.6% | +1.7% |
| 30D | -4.2% | -28.2% | +24.0% | +7.2% |
| 3M | +5.1% | -17.6% | +22.7% | +11.9% |
| 6M | +2.4% | -11.8% | +14.2% | +5.6% |
| YTD | +3.2% | -8.1% | +11.3% | +4.7% |
| 1Y | +1.5% | -12.0% | +13.5% | +3.4% |
| 3Y | +40.6% | +63.3% | -22.7% | +10.7% |
| 5Y | -1.0% | -10.8% | +9.8% | -8.2% |
| 10Y | +128.4% | +215.9% | -87.5% | +35.4% |
| All | +152.3% | +1,051.1% | -898.8% | +20.8% |
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