+167.9%
NTRA vs BURL
-11.0%
+178.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.5% | -0.6% |
| 7D | +0.6% | -2.8% | +3.4% | +1.4% |
| 30D | +19.5% | -28.2% | +47.7% | +31.6% |
| 3M | +47.8% | -17.6% | +65.4% | +55.4% |
| 6M | +61.6% | -11.8% | +73.4% | +65.0% |
| YTD | +43.3% | -8.1% | +51.4% | +44.2% |
| 1Y | +97.0% | -12.0% | +109.0% | +99.2% |
| 3Y | +424.9% | +63.3% | +361.6% | +319.5% |
| All | +167.9% | -11.0% | +178.9% | +145.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling