+129.9%
ENB vs BURL
+987.9%
-858.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.6% | -0.9% |
| 7D | -2.4% | +3.5% | -5.8% | -2.9% |
| 30D | +3.4% | -9.3% | +12.7% | +4.8% |
| 3M | -6.1% | -32.1% | +26.0% | -0.8% |
| 6M | -10.0% | -19.8% | +9.8% | -7.7% |
| YTD | +4.7% | -13.2% | +17.8% | +5.6% |
| 1Y | +7.5% | -7.8% | +15.3% | +7.0% |
| 3Y | +69.1% | +89.3% | -20.2% | +43.6% |
| 5Y | +50.4% | -15.8% | +66.2% | +43.3% |
| 10Y | +108.0% | +262.2% | -154.2% | +51.6% |
| All | +129.9% | +987.9% | -858.0% | +59.6% |
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 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