+107.7%
BURL vs NTR
+83.5%
+24.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +5.9% | +4.1% | +1.7% | +4.6% |
| 30D | -8.3% | +7.0% | -15.3% | -10.2% |
| 3M | -31.6% | +9.7% | -41.3% | -33.9% |
| 6M | -16.6% | +7.4% | -24.0% | -19.4% |
| YTD | -12.1% | +19.8% | -31.8% | -19.6% |
| 1Y | -10.0% | +25.4% | -35.4% | -19.3% |
| 3Y | +94.3% | +48.6% | +45.7% | +59.5% |
| 5Y | -13.2% | +24.0% | -37.3% | -31.4% |
| All | +107.7% | +83.5% | +24.2% | +20.0% |
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 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