+3,351.9%
NTRA vs BURL
+252.7%
+3,099.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -1.6% | -13.0% | -14.0% |
| 7D | -25.0% | +4.1% | -29.1% | -26.1% |
| 30D | -21.5% | -9.5% | -12.0% | -18.6% |
| 3M | +17.1% | -33.5% | +50.6% | +34.9% |
| 6M | +44.4% | -22.1% | +66.5% | +54.9% |
| YTD | +35.6% | -14.6% | +50.2% | +39.7% |
| 1Y | +56.5% | -8.4% | +64.9% | +55.6% |
| 3Y | +620.8% | +86.6% | +534.3% | +410.9% |
| 5Y | +167.9% | -17.2% | +185.0% | +151.0% |
| All | +3,351.9% | +252.7% | +3,099.2% | +1,499.6% |
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 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