+1,716.9%
NVDL vs BURL
+21.0%
+1,695.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.0% | +6.1% |
| 7D | -18.2% | +4.1% | -22.2% | -19.7% |
| 30D | -40.1% | -9.5% | -30.6% | -37.6% |
| 3M | -31.9% | -33.5% | +1.6% | -18.9% |
| 6M | -29.3% | -22.1% | -7.2% | -23.5% |
| YTD | -19.2% | -14.6% | -4.6% | -16.9% |
| 1Y | -23.3% | -8.4% | -14.9% | -25.0% |
| 3Y | +427.9% | +86.6% | +341.3% | +357.9% |
| All | +1,716.9% | +21.0% | +1,695.9% | +1,769.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling