+621.5%
XYZ vs BURL
+254.9%
+366.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.3% |
| 7D | -2.2% | -0.8% | -1.4% | -1.8% |
| 30D | +11.6% | -4.4% | +16.0% | +14.3% |
| 3M | +8.4% | -28.6% | +37.0% | +26.1% |
| 6M | +17.2% | -12.3% | +29.4% | +21.7% |
| YTD | +31.7% | -11.3% | +43.0% | +35.6% |
| 1Y | +30.1% | -10.4% | +40.5% | +31.6% |
| 3Y | +66.4% | +96.1% | -29.6% | +6.9% |
| 5Y | -62.2% | -5.0% | -57.1% | -66.2% |
| 10Y | +621.5% | +251.8% | +369.7% | +334.4% |
| All | +621.5% | +254.9% | +366.6% | +334.4% |
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 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