+321.5%
NSC vs BURL
+258.4%
+63.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.7% |
| 7D | -3.8% | +3.5% | -7.3% | -4.6% |
| 30D | +4.1% | -9.3% | +13.4% | +6.2% |
| 3M | -3.3% | -32.1% | +28.8% | +5.0% |
| 6M | +5.9% | -19.8% | +25.7% | +10.0% |
| YTD | +15.5% | -13.2% | +28.7% | +17.1% |
| 1Y | +19.3% | -7.8% | +27.2% | +18.7% |
| 3Y | +79.0% | +89.3% | -10.3% | +43.9% |
| 5Y | +28.3% | -15.8% | +44.1% | +22.4% |
| All | +321.5% | +258.4% | +63.1% | +199.6% |
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