+99.0%
NTRA vs BURL
-4.6%
+103.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.1% | -0.2% |
| 7D | -7.9% | +10.4% | -18.3% | -8.9% |
| 30D | -8.1% | -4.9% | -3.2% | -7.7% |
| 3M | +42.1% | -29.8% | +71.8% | +48.4% |
| 6M | +84.8% | -16.5% | +101.3% | +84.8% |
| YTD | +70.7% | -10.5% | +81.2% | +69.2% |
| 1Y | +99.0% | -5.3% | +104.4% | +95.7% |
| All | +99.0% | -4.6% | +103.6% | +95.7% |
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