+577.1%
NTAP vs BURL
+215.5%
+361.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.5% |
| 7D | -0.8% | -2.8% | +2.0% | -0.1% |
| 30D | -0.5% | -28.2% | +27.6% | +7.6% |
| 3M | +4.1% | -17.6% | +21.7% | +8.6% |
| 6M | +88.0% | -11.8% | +99.7% | +92.5% |
| YTD | +75.6% | -8.1% | +83.7% | +77.9% |
| 1Y | +58.9% | -12.0% | +70.9% | +61.5% |
| 3Y | +153.6% | +63.3% | +90.3% | +117.3% |
| 5Y | +127.6% | -10.8% | +138.5% | +116.5% |
| All | +577.1% | +215.5% | +361.6% | +382.0% |
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