+24.6%
NOC vs BURL
+87.4%
-62.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.2% |
| 7D | +4.8% | -1.6% | +6.4% | +4.8% |
| 30D | +11.0% | -7.7% | +18.8% | +10.9% |
| 3M | -3.8% | -31.7% | +27.9% | -4.1% |
| 6M | +0.6% | -15.2% | +15.8% | +0.6% |
| YTD | -2.3% | -15.9% | +13.6% | -2.3% |
| 1Y | +0.3% | -14.2% | +14.5% | +0.2% |
| 3Y | +24.6% | +93.5% | -68.9% | +22.0% |
| All | +24.6% | +87.4% | -62.8% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling