+309.6%
NSC vs BURL
+252.7%
+56.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.5% |
| 7D | -6.6% | +4.1% | -10.7% | -7.5% |
| 30D | +2.2% | -9.5% | +11.6% | +4.3% |
| 3M | -6.2% | -33.5% | +27.3% | +2.3% |
| 6M | +1.7% | -22.1% | +23.8% | +6.3% |
| YTD | +12.2% | -14.6% | +26.8% | +14.2% |
| 1Y | +15.4% | -8.4% | +23.8% | +14.9% |
| 3Y | +73.3% | +86.6% | -13.2% | +39.8% |
| 5Y | +24.7% | -17.2% | +41.8% | +19.4% |
| All | +309.6% | +252.7% | +56.9% | +192.2% |
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