-99.2%
NVD vs BURL
+57.7%
-157.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | 0.0% |
| 7D | -11.1% | -2.8% | -8.3% | -12.5% |
| 30D | -13.3% | -28.2% | +14.9% | -27.9% |
| 3M | -19.8% | -17.6% | -2.2% | -27.4% |
| 6M | -48.8% | -11.8% | -37.0% | -51.3% |
| YTD | -49.7% | -8.1% | -41.5% | -50.5% |
| 1Y | -61.4% | -12.0% | -49.4% | -62.5% |
| 3Y | -99.1% | +63.3% | -162.4% | -98.8% |
| All | -99.2% | +57.7% | -157.0% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling