+915.4%
BURL vs NTRS
+356.8%
+558.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +5.9% | +3.1% | +2.8% | +4.3% |
| 30D | -8.3% | +5.8% | -14.1% | -10.9% |
| 3M | -31.6% | -4.9% | -26.8% | -30.0% |
| 6M | -16.6% | +11.9% | -28.5% | -21.9% |
| YTD | -12.1% | +32.2% | -44.3% | -25.1% |
| 1Y | -10.0% | +39.6% | -49.6% | -25.6% |
| 3Y | +94.3% | +173.9% | -79.7% | +9.7% |
| 5Y | -13.2% | +67.1% | -80.3% | -38.0% |
| 10Y | +252.5% | +196.8% | +55.7% | +80.7% |
| All | +915.4% | +356.8% | +558.6% | +342.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling