+123.8%
NOK vs BURL
+261.4%
-137.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.2% | +2.6% | +6.0% |
| 7D | -1.4% | +7.7% | -9.1% | -2.8% |
| 30D | -21.0% | -7.1% | -13.9% | -20.1% |
| 3M | -12.6% | -30.3% | +17.7% | -7.2% |
| 6M | -36.2% | -15.5% | -20.6% | -34.9% |
| YTD | +26.4% | -11.0% | +37.4% | +27.3% |
| 1Y | +19.6% | -8.4% | +28.0% | +19.3% |
| 3Y | +152.6% | +96.7% | +55.9% | +109.6% |
| 5Y | +57.3% | -14.1% | +71.3% | +48.2% |
| 10Y | +123.8% | +255.1% | -131.3% | +76.9% |
| All | +123.8% | +261.4% | -137.6% | +76.9% |
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