+135.8%
NTAP vs BURL
+89.8%
+46.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.9% | -6.8% | -9.0% |
| 7D | -22.5% | +3.5% | -25.9% | -23.1% |
| 30D | -25.7% | -9.3% | -16.4% | -24.0% |
| 3M | -9.0% | -32.1% | +23.1% | -0.3% |
| 6M | +49.2% | -19.8% | +69.0% | +56.1% |
| YTD | +60.6% | -13.2% | +73.8% | +64.5% |
| 1Y | +48.7% | -7.8% | +56.5% | +49.3% |
| All | +135.8% | +89.8% | +46.0% | +128.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling