+40.1%
ECL vs BURL
-9.5%
+49.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -2.3% | -0.8% | -1.5% | -2.1% |
| 30D | +8.3% | -4.4% | +12.7% | +9.1% |
| 3M | +8.4% | -28.6% | +37.0% | +14.6% |
| 6M | +23.3% | -12.3% | +35.6% | +25.3% |
| YTD | +18.2% | -11.3% | +29.5% | +19.6% |
| 1Y | +18.8% | -10.4% | +29.2% | +19.6% |
| 3Y | +78.5% | +96.1% | -17.6% | +48.8% |
| 5Y | +40.1% | -5.0% | +45.1% | +25.9% |
| All | +40.1% | -9.5% | +49.6% | +25.9% |
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 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