-34.0%
XYL vs BURL
-7.8%
-26.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.9% |
| 7D | +5.9% | +4.1% | +1.8% | +5.1% |
| 30D | -3.9% | -9.5% | +5.5% | -2.5% |
| 3M | -18.7% | -33.5% | +14.8% | -12.5% |
| 6M | -16.9% | -22.1% | +5.2% | -13.7% |
| YTD | -27.4% | -14.6% | -12.8% | -25.3% |
| 1Y | -34.0% | -8.4% | -25.7% | -32.5% |
| All | -34.0% | -7.8% | -26.2% | -32.5% |
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