+161.4%
NOC vs BURL
+254.9%
-93.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | +4.9% | -0.8% | +5.7% | +4.9% |
| 30D | +13.6% | -4.4% | +18.0% | +13.9% |
| 3M | -3.9% | -28.6% | +24.7% | -1.6% |
| 6M | +1.4% | -12.3% | +13.7% | +2.0% |
| YTD | -2.2% | -11.3% | +9.1% | -1.9% |
| 1Y | -1.2% | -10.4% | +9.2% | -1.1% |
| 3Y | +25.0% | +96.1% | -71.0% | +13.9% |
| 5Y | +66.0% | -5.0% | +71.0% | +61.6% |
| 10Y | +161.4% | +251.8% | -90.4% | +117.4% |
| All | +161.4% | +254.9% | -93.5% | +117.4% |
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