+281.7%
NVDA vs BURL
+95.8%
+185.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.2% | -8.5% | -5.3% |
| 7D | -11.6% | +7.7% | -19.3% | -13.4% |
| 30D | -22.1% | -7.1% | -14.9% | -20.7% |
| 3M | -20.1% | -30.3% | +10.2% | -12.6% |
| 6M | -16.8% | -15.5% | -1.2% | -14.7% |
| YTD | -4.0% | -11.0% | +7.0% | -3.6% |
| 1Y | -4.8% | -8.4% | +3.6% | -5.9% |
| 3Y | +281.7% | +96.7% | +185.0% | +265.2% |
| All | +281.7% | +95.8% | +185.9% | +265.2% |
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