+482.1%
NSC vs BURL
+1,021.0%
-538.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.7% | -6.8% | -0.7% |
| 7D | +1.8% | +10.4% | -8.6% | -0.4% |
| 30D | +8.8% | -4.9% | +13.8% | +9.8% |
| 3M | +1.2% | -29.8% | +31.0% | +8.4% |
| 6M | +11.3% | -16.5% | +27.8% | +14.3% |
| YTD | +20.7% | -10.5% | +31.3% | +21.6% |
| 1Y | +23.4% | -5.3% | +28.7% | +22.1% |
| 3Y | +87.1% | +95.1% | -7.9% | +52.9% |
| 5Y | +33.8% | -12.1% | +45.9% | +25.9% |
| 10Y | +356.6% | +273.2% | +83.4% | +216.3% |
| All | +482.1% | +1,021.0% | -538.8% | +288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling