+687.3%
ETN vs BURL
+206.3%
+481.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.7% | +6.5% | +3.8% |
| 7D | +8.0% | -2.6% | +10.6% | +8.8% |
| 30D | -5.9% | -30.8% | +24.9% | +3.6% |
| 3M | +5.0% | -18.7% | +23.6% | +10.2% |
| 6M | +22.4% | -16.4% | +38.8% | +27.1% |
| YTD | +33.6% | -11.6% | +45.2% | +36.4% |
| 1Y | +22.1% | -12.0% | +34.1% | +23.8% |
| 3Y | +85.6% | +63.6% | +22.0% | +54.6% |
| 5Y | +179.2% | -12.6% | +191.8% | +164.9% |
| 10Y | +687.3% | +206.5% | +480.8% | +483.8% |
| All | +687.3% | +206.3% | +481.0% | +483.8% |
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