+915.4%
BURL vs NVMI
+3,559.6%
-2,644.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.7% |
| 7D | +5.9% | +7.6% | -1.7% | +3.5% |
| 30D | -8.3% | -7.7% | -0.6% | -6.9% |
| 3M | -31.6% | -15.4% | -16.3% | -29.3% |
| 6M | -16.6% | -37.5% | +20.9% | -8.4% |
| YTD | -12.1% | -0.8% | -11.3% | -16.0% |
| 1Y | -10.0% | +2.4% | -12.4% | -15.2% |
| 3Y | +94.3% | +191.5% | -97.2% | +24.3% |
| 5Y | -13.2% | +156.3% | -169.6% | -44.0% |
| 10Y | +252.5% | +2,539.4% | -2,286.9% | +22.4% |
| All | +915.4% | +3,559.6% | -2,644.2% | +279.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling