+201.8%
ECL vs BURL
+258.4%
-56.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.3% |
| 7D | +1.7% | +3.5% | -1.8% | +0.9% |
| 30D | +8.9% | -9.3% | +18.2% | +11.2% |
| 3M | +7.4% | -32.1% | +39.5% | +16.5% |
| 6M | +19.3% | -19.8% | +39.1% | +24.2% |
| YTD | +17.4% | -13.2% | +30.6% | +19.7% |
| 1Y | +19.4% | -7.8% | +27.2% | +19.4% |
| 3Y | +80.5% | +89.3% | -8.8% | +45.4% |
| 5Y | +40.2% | -15.8% | +56.0% | +32.7% |
| All | +201.8% | +258.4% | -56.6% | +119.9% |
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