+40.2%
ECL vs BURL
-15.9%
+56.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.4% |
| 7D | +1.7% | +3.5% | -1.8% | +1.0% |
| 30D | +8.9% | -9.3% | +18.2% | +10.7% |
| 3M | +7.4% | -32.1% | +39.5% | +14.4% |
| 6M | +19.3% | -19.8% | +39.1% | +23.2% |
| YTD | +17.4% | -13.2% | +30.6% | +19.3% |
| 1Y | +19.4% | -7.8% | +27.2% | +19.6% |
| 3Y | +80.5% | +89.3% | -8.8% | +51.9% |
| 5Y | +40.2% | -15.8% | +56.0% | +26.6% |
| All | +40.2% | -15.9% | +56.1% | +26.6% |
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