-68.9%
XYZ vs BURL
-11.0%
-57.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.4% | -2.1% |
| 7D | -1.0% | -2.8% | +1.8% | +0.3% |
| 30D | -1.7% | -28.2% | +26.5% | +16.3% |
| 3M | +16.7% | -17.6% | +34.3% | +27.8% |
| 6M | +26.9% | -11.8% | +38.6% | +32.1% |
| YTD | +27.1% | -8.1% | +35.3% | +29.0% |
| 1Y | +9.3% | -12.0% | +21.2% | +11.2% |
| 3Y | +42.3% | +63.3% | -21.0% | -7.1% |
| All | -68.9% | -11.0% | -57.9% | -72.0% |
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 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