+240.7%
BURL vs NVMI
+2,448.3%
-2,207.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.7% | -13.3% | -4.7% |
| 7D | +4.1% | +0.3% | +3.8% | +3.7% |
| 30D | -9.5% | -17.1% | +7.6% | -5.4% |
| 3M | -33.5% | -17.9% | -15.6% | -30.7% |
| 6M | -22.1% | -41.4% | +19.3% | -12.7% |
| YTD | -14.6% | -4.6% | -9.9% | -17.7% |
| 1Y | -8.4% | -0.3% | -8.1% | -13.4% |
| 3Y | +86.6% | +214.5% | -127.9% | +13.2% |
| 5Y | -17.2% | +148.5% | -165.6% | -47.5% |
| All | +240.7% | +2,448.3% | -2,207.6% | +40.3% |
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