+77.0%
XYZ vs BURL
+95.5%
-18.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +7.7% | +7.6% | +12.6% |
| 7D | +16.5% | +10.4% | +6.1% | +12.9% |
| 30D | +15.0% | -4.9% | +19.9% | +16.9% |
| 3M | +3.5% | -29.8% | +33.3% | +16.1% |
| 6M | +21.9% | -16.5% | +38.3% | +27.3% |
| YTD | +34.6% | -10.5% | +45.2% | +37.1% |
| 1Y | +20.7% | -5.3% | +26.0% | +19.1% |
| All | +77.0% | +95.5% | -18.6% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling