+10,058.2%
NVDA vs BURL
+247.8%
+9,810.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -5.1% |
| 7D | -18.3% | +5.9% | -24.1% | -20.0% |
| 30D | -26.3% | -8.3% | -18.0% | -24.5% |
| 3M | -22.3% | -31.6% | +9.4% | -12.6% |
| 6M | -21.3% | -16.6% | -4.7% | -18.3% |
| YTD | -9.2% | -12.1% | +2.9% | -7.9% |
| 1Y | -14.9% | -10.0% | -5.0% | -15.1% |
| 3Y | +250.5% | +94.3% | +156.2% | +157.3% |
| 5Y | +475.8% | -13.2% | +489.0% | +433.7% |
| 10Y | +10,058.2% | +252.5% | +9,805.7% | +6,594.8% |
| All | +10,058.2% | +247.8% | +9,810.4% | +6,594.8% |
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