-0.5%
NVDA vs BURL
-7.8%
+7.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +2.9% |
| 7D | -8.8% | +4.1% | -12.9% | -9.0% |
| 30D | -21.4% | -9.5% | -11.9% | -20.7% |
| 3M | -14.7% | -33.5% | +18.8% | -11.8% |
| 6M | -10.0% | -22.1% | +12.1% | -9.2% |
| YTD | +0.3% | -14.6% | +14.9% | +0.1% |
| 1Y | -0.5% | -8.4% | +7.8% | -1.4% |
| All | -0.5% | -7.8% | +7.3% | -1.4% |
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