+791.8%
ECHO vs BURL
+86.7%
+705.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.8% | +5.5% |
| 7D | -2.4% | +4.1% | -6.5% | -3.2% |
| 30D | -3.1% | -9.5% | +6.3% | -1.4% |
| 3M | +8.7% | -33.5% | +42.2% | +17.7% |
| 6M | -24.8% | -22.1% | -2.7% | -21.9% |
| YTD | -13.0% | -14.6% | +1.6% | -12.0% |
| 1Y | +33.9% | -8.4% | +42.3% | +32.1% |
| 3Y | +791.8% | +86.6% | +705.2% | +637.8% |
| All | +791.8% | +86.7% | +705.1% | +637.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling