+110.5%
BURL vs NVDX
+394.1%
-283.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -11.0% | +9.7% | -0.2% |
| 7D | +5.9% | -34.6% | +40.5% | +9.8% |
| 30D | -8.3% | -47.9% | +39.6% | -2.9% |
| 3M | -31.6% | -44.4% | +12.8% | -28.3% |
| 6M | -16.6% | -47.3% | +30.7% | -12.9% |
| YTD | -12.1% | -36.9% | +24.8% | -10.9% |
| 1Y | -10.0% | -46.8% | +36.9% | -7.3% |
| 3Y | +94.3% | +295.2% | -200.9% | +73.9% |
| All | +110.5% | +394.1% | -283.6% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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