-14.0%
NVDA vs BURL
-13.7%
-0.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -4.2% |
| 7D | -8.5% | +0.4% | -8.9% | -8.5% |
| 30D | -27.3% | -4.3% | -22.9% | -26.9% |
| 3M | -25.8% | -28.8% | +3.0% | -23.7% |
| 6M | -24.6% | -12.8% | -11.7% | -25.3% |
| YTD | -10.7% | -12.8% | +2.1% | -11.0% |
| 1Y | -14.0% | -12.3% | -1.8% | -14.5% |
| All | -14.0% | -13.7% | -0.4% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling