+127.9%
NOK vs BURL
+232.1%
-104.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.0% | -1.9% |
| 7D | +5.4% | -1.6% | +6.9% | +5.7% |
| 30D | -14.1% | -7.7% | -6.4% | -13.0% |
| 3M | -23.6% | -31.7% | +8.1% | -18.5% |
| 6M | -45.1% | -15.2% | -30.0% | -44.0% |
| YTD | +24.7% | -15.9% | +40.7% | +26.9% |
| 1Y | +19.0% | -14.2% | +33.2% | +20.1% |
| 3Y | +147.0% | +93.5% | +53.5% | +105.2% |
| 5Y | +58.2% | -9.9% | +68.1% | +47.8% |
| All | +127.9% | +232.1% | -104.1% | +79.8% |
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