-19.8%
BURL vs ESTC
+64.8%
-84.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.1% | +3.2% | -2.8% |
| 7D | +3.5% | -18.5% | +22.0% | +3.9% |
| 30D | -9.3% | -11.0% | +1.7% | -9.2% |
| 3M | -32.1% | +20.8% | -52.9% | -33.0% |
| 6M | -19.8% | +67.9% | -87.7% | -23.4% |
| All | -19.8% | +64.8% | -84.6% | -23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling