+498.0%
NTRA vs BURL
+64.3%
+433.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.3% |
| 7D | +1.1% | -2.6% | +3.6% | +1.7% |
| 30D | +0.6% | -30.8% | +31.4% | +10.3% |
| 3M | +51.8% | -18.7% | +70.5% | +58.7% |
| 6M | +63.6% | -16.4% | +80.0% | +68.8% |
| YTD | +41.5% | -11.6% | +53.1% | +43.2% |
| 1Y | +93.6% | -12.0% | +105.6% | +94.8% |
| 3Y | +498.0% | +63.6% | +434.4% | +352.1% |
| All | +498.0% | +64.3% | +433.8% | +352.1% |
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 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