+51.0%
NTAP vs BURL
-7.8%
+58.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | -15.1% | +4.1% | -19.1% | -15.7% |
| 30D | -28.1% | -9.5% | -18.6% | -26.4% |
| 3M | -11.4% | -33.5% | +22.1% | -3.0% |
| 6M | +52.2% | -22.1% | +74.3% | +58.9% |
| YTD | +60.4% | -14.6% | +75.0% | +66.7% |
| 1Y | +51.0% | -8.4% | +59.4% | +57.7% |
| All | +51.0% | -7.8% | +58.8% | +57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling