-23.3%
NVDL vs BURL
-7.8%
-15.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.0% | +5.6% |
| 7D | -18.2% | +4.1% | -22.2% | -18.5% |
| 30D | -40.1% | -9.5% | -30.6% | -39.0% |
| 3M | -31.9% | -33.5% | +1.6% | -27.5% |
| 6M | -29.3% | -22.1% | -7.2% | -28.1% |
| YTD | -19.2% | -14.6% | -4.6% | -19.3% |
| 1Y | -23.3% | -8.4% | -14.9% | -24.4% |
| All | -23.3% | -7.8% | -15.5% | -24.4% |
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