+192.1%
BURL vs NTRS
+246.7%
-54.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.3% |
| 7D | -7.0% | +0.9% | -7.8% | -7.4% |
| 30D | -35.6% | -1.2% | -34.4% | -35.2% |
| 3M | -26.3% | +8.8% | -35.0% | -29.8% |
| 6M | -20.7% | +34.7% | -55.4% | -33.0% |
| YTD | -17.2% | +37.2% | -54.4% | -31.1% |
| 1Y | -15.0% | +46.3% | -61.4% | -32.0% |
| 3Y | +53.2% | +163.2% | -110.0% | -13.5% |
| 5Y | -18.7% | +86.9% | -105.6% | -46.1% |
| 10Y | +192.1% | +250.9% | -58.8% | +42.8% |
| All | +192.1% | +246.7% | -54.6% | +42.8% |
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