+86.6%
BURL vs NTR
+42.2%
+44.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +4.1% | +3.0% | +1.1% | +3.8% |
| 30D | -9.5% | +2.2% | -11.6% | -9.7% |
| 3M | -33.5% | +7.9% | -41.4% | -34.2% |
| 6M | -22.1% | -1.5% | -20.6% | -22.1% |
| YTD | -14.6% | +18.6% | -33.2% | -18.7% |
| 1Y | -8.4% | +31.7% | -40.1% | -15.1% |
| 3Y | +86.6% | +46.4% | +40.1% | +64.3% |
| All | +86.6% | +42.2% | +44.4% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling