-12.0%
BURL vs NTRS
+46.5%
-58.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +2.7% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -28.2% | +1.2% | -29.4% | -28.4% |
| 3M | -17.6% | +8.3% | -25.9% | -19.6% |
| 6M | -11.8% | +30.0% | -41.7% | -19.8% |
| YTD | -8.1% | +38.0% | -46.2% | -18.4% |
| 1Y | -12.0% | +47.4% | -59.4% | -24.5% |
| All | -12.0% | +46.5% | -58.4% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling