-98.3%
NVD vs BURL
+87.4%
-185.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.6% | +7.5% | +2.0% |
| 7D | +28.6% | -1.6% | +30.2% | +27.7% |
| 30D | +73.6% | -7.7% | +81.4% | +66.1% |
| 3M | +70.1% | -31.7% | +101.7% | +37.7% |
| 6M | +53.6% | -15.2% | +68.7% | +43.0% |
| YTD | -7.0% | -15.9% | +8.9% | -12.2% |
| 1Y | -9.0% | -14.2% | +5.2% | -12.4% |
| 3Y | -98.3% | +93.5% | -191.9% | -97.9% |
| All | -98.3% | +87.4% | -185.8% | -97.9% |
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