-37.1%
NVDL vs BURL
-9.1%
-28.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.9% | +5.7% |
| 7D | -26.2% | -0.8% | -25.4% | -26.0% |
| 30D | -43.2% | -4.4% | -38.8% | -42.6% |
| 3M | -40.5% | -28.6% | -12.0% | -37.3% |
| 6M | -45.4% | -12.3% | -33.1% | -46.4% |
| YTD | -30.5% | -11.3% | -19.2% | -31.0% |
| 1Y | -37.1% | -10.4% | -26.7% | -37.8% |
| All | -37.1% | -9.1% | -28.0% | -37.8% |
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 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