-17.1%
XYL vs BURL
-11.0%
-6.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.7% | -2.6% |
| 7D | -5.0% | -2.8% | -2.3% | -4.5% |
| 30D | -13.2% | -28.2% | +14.9% | -7.2% |
| 3M | -3.7% | -17.6% | +13.9% | -0.1% |
| 6M | -17.7% | -11.8% | -5.9% | -16.1% |
| YTD | -21.5% | -8.1% | -13.4% | -20.7% |
| 1Y | -24.5% | -12.0% | -12.5% | -23.5% |
| 3Y | +6.9% | +63.3% | -56.4% | -7.0% |
| All | -17.1% | -11.0% | -6.1% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling