-10.7%
BURL vs NTR
+51.4%
-62.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.9% |
| 7D | -2.8% | +8.1% | -10.9% | -4.1% |
| 30D | -28.2% | +18.8% | -46.9% | -30.2% |
| 3M | -17.6% | +16.2% | -33.8% | -19.8% |
| 6M | -11.8% | +9.8% | -21.5% | -13.9% |
| YTD | -8.1% | +30.9% | -39.0% | -13.9% |
| 1Y | -12.0% | +41.8% | -53.7% | -19.0% |
| 3Y | +63.3% | +35.8% | +27.5% | +49.0% |
| All | -10.7% | +51.4% | -62.1% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling