-64.6%
XYZ vs BURL
-10.9%
-53.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +7.7% | +7.6% | +11.2% |
| 7D | +16.5% | +10.4% | +6.1% | +10.9% |
| 30D | +15.0% | -4.9% | +19.9% | +18.2% |
| 3M | +3.5% | -29.8% | +33.3% | +23.4% |
| 6M | +21.9% | -16.5% | +38.3% | +30.2% |
| YTD | +34.6% | -10.5% | +45.2% | +37.9% |
| 1Y | +20.7% | -5.3% | +26.0% | +17.6% |
| 3Y | +80.0% | +95.1% | -15.1% | +3.1% |
| 5Y | -64.6% | -12.1% | -52.5% | -68.2% |
| All | -64.6% | -10.9% | -53.7% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling