+100.2%
ENB vs BURL
+247.8%
-147.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.0% |
| 7D | -2.4% | +5.9% | -8.3% | -3.3% |
| 30D | +2.5% | -8.3% | +10.8% | +3.7% |
| 3M | -5.8% | -31.6% | +25.9% | -0.4% |
| 6M | -8.5% | -16.6% | +8.1% | -6.7% |
| YTD | +3.9% | -12.1% | +16.0% | +4.6% |
| 1Y | +3.7% | -10.0% | +13.7% | +3.6% |
| 3Y | +70.1% | +94.3% | -24.2% | +42.0% |
| 5Y | +53.2% | -13.2% | +66.4% | +45.6% |
| 10Y | +100.2% | +252.5% | -152.3% | +58.7% |
| All | +100.2% | +247.8% | -147.6% | +58.7% |
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