+3,254.9%
NTRA vs BURL
+261.4%
+2,993.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.1% | +1.6% |
| 7D | -15.4% | +7.7% | -23.1% | -17.7% |
| 30D | -20.0% | -7.1% | -12.9% | -17.9% |
| 3M | -0.5% | -30.3% | +29.8% | +12.7% |
| 6M | +64.9% | -15.5% | +80.5% | +71.6% |
| YTD | +39.9% | -11.0% | +50.8% | +41.8% |
| 1Y | +60.5% | -8.4% | +69.0% | +59.8% |
| 3Y | +605.9% | +96.7% | +509.2% | +390.3% |
| 5Y | +183.0% | -14.1% | +197.1% | +161.8% |
| 10Y | +3,254.9% | +255.1% | +2,999.8% | +1,415.1% |
| All | +3,254.9% | +261.4% | +2,993.5% | +1,415.1% |
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