+531.4%
ETN vs BURL
+247.8%
+283.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.8% |
| 7D | -9.3% | +5.9% | -15.1% | -10.9% |
| 30D | -17.3% | -8.3% | -9.0% | -15.7% |
| 3M | -20.1% | -31.6% | +11.5% | -12.2% |
| 6M | -11.3% | -16.6% | +5.3% | -8.3% |
| YTD | +12.5% | -12.1% | +24.6% | +14.4% |
| 1Y | -5.6% | -10.0% | +4.4% | -5.2% |
| 3Y | +65.6% | +94.3% | -28.7% | +31.4% |
| 5Y | +122.4% | -13.2% | +135.6% | +111.0% |
| 10Y | +531.4% | +252.5% | +278.9% | +362.7% |
| All | +531.4% | +247.8% | +283.6% | +362.7% |
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