+196.8%
ECL vs BURL
+252.7%
-55.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.3% |
| 7D | -0.8% | +4.1% | -4.8% | -1.6% |
| 30D | +8.1% | -9.5% | +17.6% | +10.4% |
| 3M | +6.4% | -33.5% | +39.9% | +15.9% |
| 6M | +14.8% | -22.1% | +36.9% | +20.2% |
| YTD | +15.5% | -14.6% | +30.0% | +18.1% |
| 1Y | +20.1% | -8.4% | +28.5% | +20.3% |
| 3Y | +77.8% | +86.6% | -8.8% | +43.7% |
| 5Y | +37.9% | -17.2% | +55.0% | +31.0% |
| All | +196.8% | +252.7% | -55.9% | +116.9% |
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