+56.5%
NTRA vs BURL
-7.8%
+64.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -1.6% | -13.0% | -14.4% |
| 7D | -25.0% | +4.1% | -29.1% | -25.3% |
| 30D | -21.5% | -9.5% | -12.0% | -20.5% |
| 3M | +17.1% | -33.5% | +50.6% | +23.2% |
| 6M | +44.4% | -22.1% | +66.5% | +46.2% |
| YTD | +35.6% | -14.6% | +50.2% | +35.3% |
| 1Y | +56.5% | -8.4% | +64.9% | +54.5% |
| All | +56.5% | -7.8% | +64.4% | +54.5% |
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