+18.2%
ESI vs BURL
-7.8%
+26.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | -8.5% | +4.1% | -12.6% | -9.3% |
| 30D | -15.7% | -9.5% | -6.2% | -13.7% |
| 3M | -18.2% | -33.5% | +15.3% | -10.1% |
| 6M | -28.8% | -22.1% | -6.8% | -25.8% |
| YTD | +26.3% | -14.6% | +40.8% | +30.0% |
| 1Y | +18.2% | -8.4% | +26.6% | +20.9% |
| All | +18.2% | -7.8% | +26.1% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling