+562.2%
NTAP vs BURL
+232.1%
+330.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.0% | -1.7% |
| 7D | +7.2% | -1.6% | +8.8% | +7.6% |
| 30D | -18.4% | -7.7% | -10.6% | -16.9% |
| 3M | -11.3% | -31.7% | +20.3% | -3.3% |
| 6M | +53.8% | -15.2% | +68.9% | +58.8% |
| YTD | +72.0% | -15.9% | +87.9% | +77.3% |
| 1Y | +68.0% | -14.2% | +82.2% | +71.5% |
| 3Y | +149.5% | +93.5% | +56.0% | +105.7% |
| 5Y | +125.6% | -9.9% | +135.5% | +113.6% |
| All | +562.2% | +232.1% | +330.1% | +391.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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