+26.3%
ESI vs BURL
-15.9%
+42.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.9% | -5.1% | -7.2% |
| 7D | -13.1% | +3.5% | -16.6% | -14.0% |
| 30D | -18.5% | -9.3% | -9.2% | -16.5% |
| 3M | -19.6% | -32.1% | +12.5% | -10.9% |
| 6M | -29.8% | -19.8% | -10.0% | -26.3% |
| YTD | +23.9% | -13.2% | +37.1% | +27.0% |
| 1Y | +15.0% | -7.8% | +22.8% | +15.1% |
| 3Y | +64.3% | +89.3% | -25.0% | +32.6% |
| 5Y | +26.3% | -15.8% | +42.2% | +17.0% |
| All | +26.3% | -15.9% | +42.2% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling