+133.9%
NOK vs BURL
+244.4%
-110.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.6% |
| 7D | +11.0% | +0.4% | +10.6% | +10.9% |
| 30D | -16.0% | -4.3% | -11.7% | -15.5% |
| 3M | -19.8% | -28.8% | +9.0% | -15.1% |
| 6M | -37.1% | -12.8% | -24.3% | -36.2% |
| YTD | +28.0% | -12.8% | +40.8% | +29.4% |
| 1Y | +17.9% | -12.3% | +30.2% | +18.6% |
| 3Y | +152.7% | +92.7% | +60.0% | +110.3% |
| 5Y | +62.3% | -6.5% | +68.8% | +50.6% |
| All | +133.9% | +244.4% | -110.5% | +83.2% |
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