+10,574.6%
NVDA vs BURL
+252.7%
+10,321.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.3% |
| 7D | -8.8% | +4.1% | -12.9% | -10.1% |
| 30D | -21.4% | -9.5% | -11.9% | -19.0% |
| 3M | -14.7% | -33.5% | +18.8% | -3.1% |
| 6M | -10.0% | -22.1% | +12.1% | -4.2% |
| YTD | +0.3% | -14.6% | +14.9% | +2.8% |
| 1Y | -0.5% | -8.4% | +7.8% | -1.4% |
| 3Y | +309.2% | +86.6% | +222.6% | +204.8% |
| 5Y | +530.1% | -17.2% | +547.2% | +493.5% |
| All | +10,574.6% | +252.7% | +10,321.9% | +6,959.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling