+69.7%
XYZ vs BURL
+89.8%
-20.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.1% |
| 7D | +9.2% | +3.5% | +5.7% | +8.2% |
| 30D | +9.8% | -9.3% | +19.1% | +13.5% |
| 3M | -0.2% | -32.1% | +31.9% | +13.3% |
| 6M | +18.0% | -19.8% | +37.8% | +25.0% |
| YTD | +29.1% | -13.2% | +42.3% | +32.9% |
| 1Y | +14.1% | -7.8% | +21.9% | +13.6% |
| All | +69.7% | +89.8% | -20.1% | +54.2% |
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