-98.8%
NVD vs BURL
+86.7%
-185.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -6.3% |
| 7D | +16.8% | +4.1% | +12.8% | +19.3% |
| 30D | +54.3% | -9.5% | +63.8% | +46.0% |
| 3M | +24.3% | -33.5% | +57.8% | -1.2% |
| 6M | +0.6% | -22.1% | +22.7% | -11.8% |
| YTD | -27.7% | -14.6% | -13.1% | -31.2% |
| 1Y | -29.4% | -8.4% | -21.1% | -29.0% |
| 3Y | -98.8% | +86.6% | -185.4% | -98.5% |
| All | -98.8% | +86.7% | -185.6% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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