+10,310.1%
NVDA vs BURL
+261.4%
+10,048.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.2% | -8.5% | -5.7% |
| 7D | -11.6% | +7.7% | -19.3% | -14.0% |
| 30D | -22.1% | -7.1% | -14.9% | -20.4% |
| 3M | -20.1% | -30.3% | +10.2% | -10.8% |
| 6M | -16.8% | -15.5% | -1.2% | -13.9% |
| YTD | -4.0% | -11.0% | +7.0% | -3.0% |
| 1Y | -4.8% | -8.4% | +3.6% | -5.5% |
| 3Y | +281.7% | +96.7% | +185.0% | +179.0% |
| 5Y | +485.4% | -14.1% | +499.4% | +444.2% |
| 10Y | +10,310.1% | +255.1% | +10,055.0% | +6,712.0% |
| All | +10,310.1% | +261.4% | +10,048.7% | +6,712.0% |
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