+192.1%
BURL vs NVMI
+3,062.9%
-2,870.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -6.1% |
| 7D | -7.0% | +6.9% | -13.9% | -8.6% |
| 30D | -35.6% | -2.8% | -32.8% | -35.3% |
| 3M | -26.3% | -27.3% | +1.1% | -21.0% |
| 6M | -20.7% | -13.7% | -7.0% | -19.8% |
| YTD | -17.2% | +13.8% | -31.0% | -23.4% |
| 1Y | -15.0% | +34.9% | -49.9% | -25.9% |
| 3Y | +53.2% | +213.5% | -160.3% | -5.0% |
| 5Y | -18.7% | +272.5% | -291.2% | -53.6% |
| 10Y | +192.1% | +3,142.4% | -2,950.3% | +11.1% |
| All | +192.1% | +3,062.9% | -2,870.8% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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