+304.2%
ESI vs BURL
+252.7%
+51.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.4% |
| 7D | -8.5% | +4.1% | -12.6% | -9.8% |
| 30D | -15.7% | -9.5% | -6.2% | -13.3% |
| 3M | -18.2% | -33.5% | +15.3% | -7.6% |
| 6M | -28.8% | -22.1% | -6.8% | -24.2% |
| YTD | +26.3% | -14.6% | +40.8% | +30.4% |
| 1Y | +18.2% | -8.4% | +26.6% | +18.5% |
| 3Y | +68.1% | +86.6% | -18.5% | +29.2% |
| 5Y | +28.8% | -17.2% | +45.9% | +23.1% |
| All | +304.2% | +252.7% | +51.6% | +194.4% |
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