+153.6%
ECHO vs BURL
+252.7%
-99.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -3.0% |
| 7D | -2.4% | +4.1% | -6.5% | -3.4% |
| 30D | -3.1% | -9.5% | +6.3% | -1.2% |
| 3M | +8.7% | -33.5% | +42.2% | +18.7% |
| 6M | -24.8% | -22.1% | -2.7% | -21.5% |
| YTD | -13.0% | -14.6% | +1.6% | -11.6% |
| 1Y | +33.9% | -8.4% | +42.3% | +33.1% |
| 3Y | +791.8% | +86.6% | +705.2% | +622.9% |
| 5Y | +261.7% | -17.2% | +278.9% | +244.4% |
| All | +153.6% | +252.7% | -99.1% | +93.3% |
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 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