+309.2%
NVDA vs BURL
+86.7%
+222.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.2% |
| 7D | -8.8% | +4.1% | -12.9% | -9.8% |
| 30D | -21.4% | -9.5% | -11.9% | -19.5% |
| 3M | -14.7% | -33.5% | +18.8% | -5.4% |
| 6M | -10.0% | -22.1% | +12.1% | -5.5% |
| YTD | +0.3% | -14.6% | +14.9% | +1.8% |
| 1Y | -0.5% | -8.4% | +7.8% | -2.0% |
| 3Y | +309.2% | +86.6% | +222.6% | +295.8% |
| All | +309.2% | +86.7% | +222.4% | +295.8% |
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