+246.2%
BURL vs ES
+91.2%
+155.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.6% |
| 7D | +3.5% | +5.9% | -2.5% | +1.6% |
| 30D | -9.3% | +10.2% | -19.5% | -12.1% |
| 3M | -32.1% | +0.4% | -32.5% | -32.2% |
| 6M | -19.8% | +6.9% | -26.7% | -21.6% |
| YTD | -13.2% | +10.5% | -23.7% | -16.5% |
| 1Y | -7.8% | +3.2% | -11.0% | -9.7% |
| 3Y | +89.3% | +49.0% | +40.3% | +58.5% |
| 5Y | -15.8% | +4.5% | -20.3% | -20.7% |
| All | +246.2% | +91.2% | +155.0% | +219.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling