+51.7%
ENB vs BURL
-12.4%
+64.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | +0.8% |
| 7D | -3.7% | +7.7% | -11.4% | -4.2% |
| 30D | +1.7% | -7.1% | +8.9% | +2.2% |
| 3M | -6.3% | -30.3% | +24.0% | -3.7% |
| 6M | -9.2% | -15.5% | +6.4% | -8.3% |
| YTD | +3.1% | -11.0% | +14.1% | +3.4% |
| 1Y | +3.4% | -8.4% | +11.8% | +3.2% |
| 3Y | +68.9% | +96.7% | -27.7% | +51.6% |
| 5Y | +51.7% | -14.1% | +65.8% | +42.4% |
| All | +51.7% | -12.4% | +64.1% | +42.4% |
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