+304.9%
ESI vs BURL
+247.8%
+57.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.2% |
| 7D | -6.6% | +5.9% | -12.5% | -8.4% |
| 30D | -9.8% | -8.3% | -1.5% | -7.7% |
| 3M | -11.9% | -31.6% | +19.7% | -1.4% |
| 6M | -25.1% | -16.6% | -8.5% | -21.9% |
| YTD | +31.9% | -12.1% | +44.0% | +35.0% |
| 1Y | +19.2% | -10.0% | +29.2% | +20.2% |
| 3Y | +76.2% | +94.3% | -18.1% | +33.6% |
| 5Y | +39.4% | -13.2% | +52.6% | +31.1% |
| 10Y | +304.9% | +252.5% | +52.4% | +191.4% |
| All | +304.9% | +247.8% | +57.1% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling