+64.2%
BURL vs NVMI
+193.5%
-129.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | +1.5% |
| 7D | -2.8% | +6.6% | -9.4% | -4.0% |
| 30D | -28.2% | -7.5% | -20.6% | -27.2% |
| 3M | -17.6% | -28.5% | +10.9% | -13.0% |
| 6M | -11.8% | -15.7% | +4.0% | -10.6% |
| YTD | -8.1% | +13.3% | -21.5% | -13.0% |
| 1Y | -12.0% | +48.3% | -60.2% | -21.9% |
| All | +64.2% | +193.5% | -129.3% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling