+99.1%
XYL vs BURL
+244.4%
-145.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | -6.0% | +0.4% | -6.5% | -6.1% |
| 30D | -8.3% | -4.3% | -4.0% | -7.3% |
| 3M | -22.6% | -28.8% | +6.2% | -16.4% |
| 6M | -15.0% | -12.8% | -2.2% | -13.0% |
| YTD | -30.2% | -12.8% | -17.4% | -28.7% |
| 1Y | -36.4% | -12.3% | -24.1% | -35.4% |
| 3Y | -0.9% | +92.7% | -93.6% | -20.0% |
| 5Y | -23.4% | -6.5% | -16.8% | -28.8% |
| All | +99.1% | +244.4% | -145.3% | +49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling