+960.9%
BURL vs NTRS
+379.3%
+581.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | -28.2% | +1.7% | -29.9% | -28.8% |
| 3M | -17.6% | +8.9% | -26.4% | -21.4% |
| 6M | -11.8% | +30.6% | -42.4% | -23.9% |
| YTD | -8.1% | +38.7% | -46.8% | -23.6% |
| 1Y | -12.0% | +48.1% | -60.0% | -29.5% |
| 3Y | +63.3% | +165.5% | -102.2% | -6.3% |
| 5Y | -10.8% | +85.6% | -96.4% | -39.8% |
| 10Y | +215.9% | +246.1% | -30.2% | +51.1% |
| All | +960.9% | +379.3% | +581.6% | +351.4% |
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