+75.7%
ESI vs BURL
-11.0%
+86.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.2% |
| 7D | +3.3% | -2.8% | +6.1% | +4.1% |
| 30D | -5.9% | -28.2% | +22.3% | +3.2% |
| 3M | -14.1% | -17.6% | +3.5% | -9.8% |
| 6M | +6.6% | -11.8% | +18.3% | +9.4% |
| YTD | +45.0% | -8.1% | +53.2% | +47.0% |
| 1Y | +41.5% | -12.0% | +53.4% | +44.1% |
| 3Y | +78.8% | +63.3% | +15.5% | +50.2% |
| All | +75.7% | -11.0% | +86.7% | +67.3% |
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