-12.6%
BURL vs NTRS
+87.6%
-100.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.3% |
| 7D | -2.6% | +1.7% | -4.2% | -3.4% |
| 30D | -30.8% | +0.1% | -30.9% | -30.9% |
| 3M | -18.7% | +9.8% | -28.5% | -22.6% |
| 6M | -16.4% | +34.7% | -51.1% | -28.8% |
| YTD | -11.6% | +37.4% | -49.0% | -25.8% |
| 1Y | -12.0% | +48.2% | -60.2% | -29.3% |
| 3Y | +63.6% | +163.5% | -99.9% | -6.4% |
| 5Y | -12.6% | +88.2% | -100.8% | -43.0% |
| All | -12.6% | +87.6% | -100.2% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling