+175.4%
NTRA vs BURL
-10.8%
+186.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.1% |
| 7D | +2.7% | -1.6% | +4.3% | +3.2% |
| 30D | -19.2% | -7.7% | -11.4% | -17.2% |
| 3M | +2.7% | -31.7% | +34.3% | +14.5% |
| 6M | +63.4% | -15.2% | +78.5% | +68.3% |
| YTD | +39.3% | -15.9% | +55.2% | +43.3% |
| 1Y | +59.0% | -14.2% | +73.2% | +61.5% |
| 3Y | +557.4% | +93.5% | +463.9% | +388.3% |
| All | +175.4% | -10.8% | +186.2% | +173.1% |
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 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