+155.0%
ECHO vs BURL
+1,021.0%
-865.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.7% | -11.0% | -4.9% |
| 7D | +4.6% | +10.4% | -5.8% | +2.2% |
| 30D | +0.4% | -4.9% | +5.4% | +1.2% |
| 3M | +7.7% | -29.8% | +37.4% | +15.6% |
| 6M | -18.0% | -16.5% | -1.6% | -16.0% |
| YTD | -9.3% | -10.5% | +1.3% | -8.8% |
| 1Y | +34.2% | -5.3% | +39.5% | +32.6% |
| 3Y | +538.7% | +95.1% | +443.7% | +420.6% |
| 5Y | +279.9% | -12.1% | +292.0% | +256.2% |
| 10Y | +168.2% | +273.2% | -105.0% | +84.7% |
| All | +155.0% | +1,021.0% | -865.9% | +48.5% |
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 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