+298.1%
NVDA vs BURL
+89.8%
+208.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.3% | -8.5% |
| 7D | -15.0% | +3.5% | -18.5% | -15.8% |
| 30D | -24.1% | -9.3% | -14.8% | -22.3% |
| 3M | -17.1% | -32.1% | +15.0% | -8.5% |
| 6M | -7.4% | -19.8% | +12.4% | -3.6% |
| YTD | -2.4% | -13.2% | +10.8% | -1.3% |
| 1Y | -6.7% | -7.8% | +1.1% | -8.2% |
| All | +298.1% | +89.8% | +208.3% | +283.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling