+139.4%
ENB vs BURL
+1,051.1%
-911.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.3% |
| 7D | -0.2% | -2.8% | +2.6% | +0.2% |
| 30D | -2.2% | -28.2% | +25.9% | +2.7% |
| 3M | -10.5% | -17.6% | +7.1% | -8.1% |
| 6M | -5.1% | -11.8% | +6.7% | -4.0% |
| YTD | +9.0% | -8.1% | +17.1% | +9.3% |
| 1Y | +8.2% | -12.0% | +20.2% | +8.7% |
| 3Y | +67.8% | +63.3% | +4.5% | +46.7% |
| 5Y | +69.4% | -10.8% | +80.2% | +60.2% |
| 10Y | +117.5% | +215.9% | -98.4% | +61.5% |
| All | +139.4% | +1,051.1% | -911.7% | +65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling