+93.5%
BURL vs NTR
+47.6%
+45.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -1.6% | -0.3% | -1.2% | -1.5% |
| 30D | -7.7% | +2.0% | -9.7% | -7.9% |
| 3M | -31.7% | +6.4% | -38.1% | -32.3% |
| 6M | -15.2% | +1.6% | -16.8% | -15.5% |
| YTD | -15.9% | +18.2% | -34.1% | -20.0% |
| 1Y | -14.2% | +23.9% | -38.1% | -19.4% |
| 3Y | +93.5% | +44.7% | +48.9% | +70.9% |
| All | +93.5% | +47.6% | +45.9% | +70.9% |
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