-5.3%
BURL vs ES
-1.6%
-3.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.1% | +5.6% | +7.5% |
| 7D | +10.4% | +5.3% | +5.1% | +9.9% |
| 30D | -4.9% | +8.9% | -13.9% | -5.6% |
| 3M | -29.8% | -1.9% | -27.8% | -29.9% |
| 6M | -16.5% | +3.9% | -20.3% | -16.5% |
| YTD | -10.5% | +8.3% | -18.8% | -10.5% |
| 1Y | -5.3% | -0.1% | -5.2% | -5.8% |
| All | -5.3% | -1.6% | -3.7% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling