-7.8%
BURL vs ESTC
-4.6%
-3.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.1% | +3.2% | -3.0% |
| 7D | +3.5% | -18.5% | +22.0% | +3.3% |
| 30D | -9.3% | -11.0% | +1.7% | -9.4% |
| 3M | -32.1% | +20.8% | -52.9% | -32.0% |
| 6M | -19.8% | +67.9% | -87.7% | -19.6% |
| YTD | -13.2% | +11.6% | -24.8% | -15.5% |
| 1Y | -7.8% | -3.3% | -4.6% | -12.1% |
| All | -7.8% | -4.6% | -3.3% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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