-12.0%
BURL vs NTR
+44.9%
-56.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.3% | -3.6% |
| 7D | -2.6% | +3.8% | -6.4% | -2.3% |
| 30D | -30.8% | +25.2% | -56.0% | -29.6% |
| 3M | -18.7% | +21.0% | -39.7% | -17.4% |
| 6M | -16.4% | +7.6% | -24.0% | -15.7% |
| YTD | -11.6% | +32.9% | -44.4% | -13.4% |
| 1Y | -12.0% | +43.1% | -55.1% | -16.0% |
| All | -12.0% | +44.9% | -56.9% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling