+599.6%
XYZ vs BURL
+215.5%
+384.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.4% | -2.0% |
| 7D | -1.0% | -2.8% | +1.8% | +0.2% |
| 30D | -1.7% | -28.2% | +26.5% | +14.3% |
| 3M | +16.7% | -17.6% | +34.3% | +26.7% |
| 6M | +26.9% | -11.8% | +38.6% | +31.9% |
| YTD | +27.1% | -8.1% | +35.3% | +29.2% |
| 1Y | +9.3% | -12.0% | +21.2% | +11.3% |
| 3Y | +42.3% | +63.3% | -21.0% | +1.2% |
| 5Y | -69.3% | -10.8% | -58.5% | -72.0% |
| All | +599.6% | +215.5% | +384.1% | +339.7% |
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 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