-21.8%
XYL vs BURL
-17.2%
-4.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.9% |
| 7D | +5.9% | +4.1% | +1.8% | +5.0% |
| 30D | -3.9% | -9.5% | +5.5% | -2.0% |
| 3M | -18.7% | -33.5% | +14.8% | -11.9% |
| 6M | -16.9% | -22.1% | +5.2% | -13.2% |
| YTD | -27.4% | -14.6% | -12.8% | -25.7% |
| 1Y | -34.0% | -8.4% | -25.7% | -33.7% |
| 3Y | +5.6% | +86.6% | -81.0% | -10.6% |
| All | -21.8% | -17.2% | -4.6% | -25.7% |
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