+320.8%
XYL vs BURL
+987.9%
-667.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +2.0% | -0.3% |
| 7D | +10.2% | +3.5% | +6.8% | +9.4% |
| 30D | -4.3% | -9.3% | +5.0% | -2.3% |
| 3M | -17.8% | -32.1% | +14.3% | -11.0% |
| 6M | -13.4% | -19.8% | +6.4% | -9.8% |
| YTD | -25.7% | -13.2% | -12.5% | -24.2% |
| 1Y | -32.7% | -7.8% | -24.8% | -32.5% |
| 3Y | +7.1% | +89.3% | -82.2% | -10.8% |
| 5Y | -18.7% | -15.8% | -2.9% | -22.4% |
| 10Y | +138.7% | +262.2% | -123.5% | +76.8% |
| All | +320.8% | +987.9% | -667.1% | +188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling