+117.1%
BURL vs NTR
+100.5%
+16.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.1% |
| 7D | -2.8% | +8.1% | -10.9% | -5.3% |
| 30D | -28.2% | +18.8% | -46.9% | -32.1% |
| 3M | -17.6% | +16.2% | -33.8% | -21.9% |
| 6M | -11.8% | +9.8% | -21.5% | -15.9% |
| YTD | -8.1% | +30.9% | -39.0% | -18.1% |
| 1Y | -12.0% | +41.8% | -53.7% | -24.1% |
| 3Y | +63.3% | +35.8% | +27.5% | +39.8% |
| 5Y | -10.8% | +51.0% | -61.9% | -35.4% |
| All | +117.1% | +100.5% | +16.5% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling