+233.9%
BURL vs NWSA
+141.7%
+92.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.7% |
| 7D | +0.4% | -0.8% | +1.2% | +0.8% |
| 30D | -4.3% | -11.3% | +7.0% | +0.8% |
| 3M | -28.8% | -8.1% | -20.7% | -26.4% |
| 6M | -12.8% | -0.7% | -12.1% | -13.9% |
| YTD | -12.8% | +1.3% | -14.1% | -15.5% |
| 1Y | -12.3% | -1.3% | -10.9% | -13.8% |
| 3Y | +92.7% | +28.4% | +64.3% | +64.9% |
| 5Y | -6.5% | +15.3% | -21.8% | -17.9% |
| All | +233.9% | +141.7% | +92.2% | +105.8% |
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