-31.5%
XYL vs BURL
-4.6%
-27.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.7% | -2.7% | +3.4% |
| 7D | +14.5% | +10.4% | +4.1% | +12.3% |
| 30D | -1.3% | -4.9% | +3.6% | -0.9% |
| 3M | -17.0% | -29.8% | +12.8% | -11.7% |
| 6M | -11.3% | -16.5% | +5.1% | -9.3% |
| YTD | -25.0% | -10.5% | -14.4% | -23.6% |
| 1Y | -31.5% | -5.3% | -26.2% | -30.5% |
| All | -31.5% | -4.6% | -27.0% | -30.5% |
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