+924.8%
BURL vs NTRS
+358.9%
+565.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.7% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | -4.4% | +5.6% | -10.0% | -7.1% |
| 3M | -28.6% | -4.4% | -24.2% | -27.0% |
| 6M | -12.3% | +12.0% | -24.3% | -17.8% |
| YTD | -11.3% | +32.8% | -44.1% | -24.6% |
| 1Y | -10.4% | +40.0% | -50.4% | -26.1% |
| 3Y | +96.1% | +175.2% | -79.1% | +10.5% |
| 5Y | -5.0% | +66.4% | -71.4% | -32.0% |
| 10Y | +251.8% | +193.1% | +58.7% | +81.3% |
| All | +924.8% | +358.9% | +565.8% | +345.4% |
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