-15.8%
BURL vs ESTC
-51.6%
+35.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.1% | +3.2% | -1.8% |
| 7D | +3.5% | -18.5% | +22.0% | +7.5% |
| 30D | -9.3% | -11.0% | +1.7% | -7.5% |
| 3M | -32.1% | +20.8% | -52.9% | -35.6% |
| 6M | -19.8% | +67.9% | -87.7% | -29.5% |
| YTD | -13.2% | +11.6% | -24.8% | -17.8% |
| 1Y | -7.8% | -3.3% | -4.6% | -10.5% |
| 3Y | +89.3% | +16.4% | +72.9% | +62.8% |
| 5Y | -15.8% | -49.9% | +34.1% | -26.3% |
| All | -15.8% | -51.6% | +35.8% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling