+113.5%
ENB vs BURL
+232.1%
-118.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +1.1% |
| 7D | +3.1% | -1.6% | +4.7% | +3.3% |
| 30D | +2.1% | -7.7% | +9.9% | +3.3% |
| 3M | -4.4% | -31.7% | +27.2% | +1.1% |
| 6M | -10.1% | -15.2% | +5.1% | -8.5% |
| YTD | +5.2% | -15.9% | +21.1% | +6.6% |
| 1Y | +4.2% | -14.2% | +18.4% | +5.0% |
| 3Y | +70.1% | +93.5% | -23.4% | +41.7% |
| 5Y | +59.4% | -9.9% | +69.3% | +49.5% |
| All | +113.5% | +232.1% | -118.6% | +67.8% |
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