-10.7%
BURL vs ES
-5.6%
-5.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | -28.2% | -2.0% | -26.2% | -27.8% |
| 3M | -17.6% | +1.7% | -19.3% | -18.0% |
| 6M | -11.8% | -3.5% | -8.2% | -11.3% |
| YTD | -8.1% | +7.9% | -16.0% | -10.1% |
| 1Y | -12.0% | +17.2% | -29.1% | -16.3% |
| 3Y | +63.3% | +29.3% | +34.0% | +45.9% |
| All | -10.7% | -5.6% | -5.1% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling