+707.3%
NVDL vs BURL
+66.7%
+640.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.3% |
| 7D | +11.7% | -2.8% | +14.5% | +13.0% |
| 30D | +7.8% | -28.2% | +36.0% | +26.9% |
| 3M | +3.3% | -17.6% | +20.9% | +12.3% |
| 6M | +38.9% | -11.8% | +50.7% | +42.3% |
| YTD | +28.5% | -8.1% | +36.6% | +28.1% |
| 1Y | +40.6% | -12.0% | +52.6% | +42.1% |
| All | +707.3% | +66.7% | +640.6% | +569.1% |
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