+233.9%
BURL vs NTRS
+188.7%
+45.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | +0.4% | +3.7% | -3.2% | -1.5% |
| 30D | -4.3% | +6.1% | -10.4% | -7.3% |
| 3M | -28.8% | -6.7% | -22.1% | -26.2% |
| 6M | -12.8% | +10.5% | -23.3% | -17.9% |
| YTD | -12.8% | +32.0% | -44.8% | -26.1% |
| 1Y | -12.3% | +37.0% | -49.3% | -27.2% |
| 3Y | +92.7% | +173.6% | -80.9% | +6.2% |
| 5Y | -6.5% | +64.4% | -71.0% | -33.6% |
| All | +233.9% | +188.7% | +45.2% | +82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling