+110.0%
NOK vs BURL
+252.7%
-142.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.0% |
| 7D | -10.5% | +4.1% | -14.6% | -11.2% |
| 30D | -27.9% | -9.5% | -18.4% | -26.7% |
| 3M | -18.8% | -33.5% | +14.7% | -13.0% |
| 6M | -41.9% | -22.1% | -19.8% | -39.9% |
| YTD | +18.4% | -14.6% | +33.0% | +20.1% |
| 1Y | +10.9% | -8.4% | +19.2% | +10.4% |
| 3Y | +137.9% | +86.6% | +51.3% | +99.3% |
| 5Y | +47.8% | -17.2% | +65.0% | +40.1% |
| All | +110.0% | +252.7% | -142.6% | +66.7% |
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