+375.4%
NVDA vs BURL
+63.9%
+311.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.2% |
| 7D | +5.9% | -2.8% | +8.7% | +6.6% |
| 30D | +5.1% | -28.2% | +33.2% | +14.4% |
| 3M | +5.4% | -17.6% | +22.9% | +10.1% |
| 6M | +26.0% | -11.8% | +37.8% | +27.9% |
| YTD | +23.7% | -8.1% | +31.8% | +23.8% |
| 1Y | +34.4% | -12.0% | +46.3% | +35.4% |
| All | +375.4% | +63.9% | +311.5% | +327.0% |
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 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