+323.6%
NSC vs BURL
+215.5%
+108.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.1% |
| 7D | -5.5% | -2.8% | -2.7% | -4.9% |
| 30D | -3.2% | -28.2% | +24.9% | +4.1% |
| 3M | +7.7% | -17.6% | +25.3% | +11.9% |
| 6M | +4.5% | -11.8% | +16.3% | +6.2% |
| YTD | +15.6% | -8.1% | +23.7% | +16.1% |
| 1Y | +19.8% | -12.0% | +31.8% | +20.7% |
| 3Y | +70.1% | +63.3% | +6.8% | +42.3% |
| 5Y | +46.1% | -10.8% | +56.9% | +37.5% |
| All | +323.6% | +215.5% | +108.2% | +196.8% |
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