+168.0%
NOC vs BURL
+252.7%
-84.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -5.8% | +4.1% | -9.9% | -6.2% |
| 30D | +10.9% | -9.5% | +20.4% | +11.6% |
| 3M | -7.1% | -33.5% | +26.4% | -4.4% |
| 6M | -5.3% | -22.1% | +16.8% | -3.9% |
| YTD | -6.8% | -14.6% | +7.8% | -6.3% |
| 1Y | -6.7% | -8.4% | +1.6% | -6.9% |
| 3Y | +17.2% | +86.6% | -69.4% | +7.2% |
| 5Y | +56.3% | -17.2% | +73.4% | +55.0% |
| All | +168.0% | +252.7% | -84.7% | +126.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling