+74.6%
NSC vs BURL
+63.9%
+10.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.1% |
| 7D | -5.5% | -2.8% | -2.7% | -5.1% |
| 30D | -3.2% | -28.2% | +24.9% | +1.6% |
| 3M | +7.7% | -17.6% | +25.3% | +10.3% |
| 6M | +4.5% | -11.8% | +16.3% | +5.5% |
| YTD | +15.6% | -8.1% | +23.7% | +15.7% |
| 1Y | +19.8% | -12.0% | +31.8% | +20.4% |
| All | +74.6% | +63.9% | +10.6% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling