-20.1%
NVDL vs BURL
-4.6%
-15.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +7.7% | -13.8% | -7.0% |
| 7D | -14.0% | +10.4% | -24.4% | -15.1% |
| 30D | -31.2% | -4.9% | -26.2% | -30.5% |
| 3M | -15.5% | -29.8% | +14.3% | -10.6% |
| 6M | -10.3% | -16.5% | +6.2% | -10.3% |
| YTD | -5.8% | -10.5% | +4.8% | -6.9% |
| 1Y | -20.1% | -5.3% | -14.8% | -22.2% |
| All | -20.1% | -4.6% | -15.5% | -22.2% |
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 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