+132.2%
ECHO vs BURL
+1,051.1%
-918.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.6% |
| 7D | +3.4% | -2.8% | +6.2% | +4.0% |
| 30D | +2.4% | -28.2% | +30.5% | +9.9% |
| 3M | -28.0% | -17.6% | -10.4% | -25.1% |
| 6M | -21.2% | -11.8% | -9.5% | -19.9% |
| YTD | -17.4% | -8.1% | -9.2% | -17.0% |
| 1Y | +33.6% | -12.0% | +45.5% | +34.6% |
| 3Y | +419.7% | +63.3% | +356.4% | +342.7% |
| 5Y | +241.7% | -10.8% | +252.5% | +220.7% |
| 10Y | +180.8% | +215.9% | -35.2% | +99.4% |
| All | +132.2% | +1,051.1% | -918.9% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling