+100.7%
BURL vs NVDX
+280.8%
-180.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.0% | +7.3% | -0.9% |
| 7D | +0.4% | -17.5% | +18.0% | +2.1% |
| 30D | -4.3% | -49.2% | +44.9% | +1.6% |
| 3M | -28.8% | -49.3% | +20.6% | -24.6% |
| 6M | -12.8% | -52.0% | +39.2% | -8.1% |
| YTD | -12.8% | -39.1% | +26.3% | -11.4% |
| 1Y | -12.3% | -45.8% | +33.5% | -9.9% |
| All | +100.7% | +280.8% | -180.1% | +89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling