+456.9%
NSC vs BURL
+987.9%
-531.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.7% |
| 7D | -3.8% | +3.5% | -7.3% | -4.5% |
| 30D | +4.1% | -9.3% | +13.4% | +6.1% |
| 3M | -3.3% | -32.1% | +28.8% | +4.4% |
| 6M | +5.9% | -19.8% | +25.7% | +9.7% |
| YTD | +15.5% | -13.2% | +28.7% | +17.1% |
| 1Y | +19.3% | -7.8% | +27.2% | +18.8% |
| 3Y | +79.0% | +89.3% | -10.3% | +47.3% |
| 5Y | +28.3% | -15.8% | +44.1% | +21.9% |
| 10Y | +336.8% | +262.2% | +74.7% | +204.5% |
| All | +456.9% | +987.9% | -531.0% | +274.3% |
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