+255.1%
BURL vs NWSA
+159.6%
+95.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.9% |
| 7D | +7.7% | -10.5% | +18.2% | +13.0% |
| 30D | -7.1% | -8.8% | +1.6% | -3.5% |
| 3M | -30.3% | -6.5% | -23.8% | -28.6% |
| 6M | -15.5% | -1.3% | -14.2% | -16.3% |
| YTD | -11.0% | +2.5% | -13.5% | -14.2% |
| 1Y | -8.4% | +0.2% | -8.6% | -10.7% |
| 3Y | +96.7% | +27.6% | +69.1% | +68.8% |
| 5Y | -14.1% | +17.0% | -31.1% | -25.1% |
| 10Y | +255.1% | +148.3% | +106.7% | +116.7% |
| All | +255.1% | +159.6% | +95.5% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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