+572.0%
NTAP vs BURL
+252.7%
+319.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | -15.1% | +4.1% | -19.1% | -15.9% |
| 30D | -28.1% | -9.5% | -18.6% | -26.5% |
| 3M | -11.4% | -33.5% | +22.1% | -2.8% |
| 6M | +52.2% | -22.1% | +74.3% | +60.3% |
| YTD | +60.4% | -14.6% | +75.0% | +64.8% |
| 1Y | +51.0% | -8.4% | +59.4% | +51.6% |
| 3Y | +135.6% | +86.6% | +49.0% | +95.8% |
| 5Y | +107.5% | -17.2% | +124.7% | +100.5% |
| All | +572.0% | +252.7% | +319.3% | +394.2% |
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