From performance point of view what takes time is matching URL against generated (and stored persistently so it’s not rebuilt continuously) list of regular expressions.
Since URLs are (most of the time) insignificantly short in text volume the amount of those regular expression rules has most impact on performance. Unless you generate unreasonably many rules. Which endpoints probably won’t, although some things like (now fixed) category-based permalinks might.
In a nutshell — check that you WP_Rewrite rules aren’t getting crazy large and (as always) if you are really concerned about performance than profile it.