+275.3%
ECHO vs BURL
-12.4%
+287.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.2% | +2.7% | +6.1% |
| 7D | +3.0% | +7.7% | -4.7% | +1.5% |
| 30D | +6.7% | -7.1% | +13.8% | +8.0% |
| 3M | +12.4% | -30.3% | +42.7% | +20.0% |
| 6M | -20.4% | -15.5% | -4.9% | -18.8% |
| YTD | -6.9% | -11.0% | +4.1% | -6.4% |
| 1Y | +37.7% | -8.4% | +46.1% | +37.0% |
| 3Y | +902.9% | +96.7% | +806.2% | +742.2% |
| 5Y | +275.3% | -14.1% | +289.4% | +249.5% |
| All | +275.3% | -12.4% | +287.7% | +249.5% |
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