+587.7%
XYZ vs BURL
+258.4%
+329.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -2.7% |
| 7D | +9.2% | +3.5% | +5.7% | +7.8% |
| 30D | +9.8% | -9.3% | +19.1% | +15.2% |
| 3M | -0.2% | -32.1% | +31.9% | +18.9% |
| 6M | +18.0% | -19.8% | +37.8% | +28.0% |
| YTD | +29.1% | -13.2% | +42.3% | +34.3% |
| 1Y | +14.1% | -7.8% | +21.9% | +13.5% |
| 3Y | +72.6% | +89.3% | -16.7% | +12.8% |
| 5Y | -64.6% | -15.8% | -48.8% | -66.8% |
| All | +587.7% | +258.4% | +329.3% | +310.7% |
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