+74.2%
BURL vs ESTC
+31.2%
+43.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +3.6% |
| 7D | -2.8% | -8.1% | +5.3% | -1.2% |
| 30D | -28.2% | +31.7% | -59.8% | -33.1% |
| 3M | -17.6% | +41.1% | -58.6% | -24.6% |
| 6M | -11.8% | +77.1% | -88.8% | -24.0% |
| YTD | -8.1% | +21.7% | -29.8% | -14.8% |
| 1Y | -12.0% | +8.4% | -20.3% | -17.0% |
| 3Y | +63.3% | +23.6% | +39.7% | +38.8% |
| 5Y | -10.8% | -46.5% | +35.6% | -14.0% |
| All | +74.2% | +31.2% | +43.0% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling