+210.3%
NVO vs BURL
+254.9%
-44.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.9% |
| 7D | -2.6% | -0.8% | -1.8% | -2.5% |
| 30D | +6.5% | -4.4% | +10.9% | +7.0% |
| 3M | -11.8% | -28.6% | +16.8% | -8.9% |
| 6M | -10.3% | -12.3% | +2.0% | -9.4% |
| YTD | -15.2% | -11.3% | -3.9% | -14.6% |
| 1Y | -12.2% | -10.4% | -1.8% | -11.8% |
| 3Y | -55.7% | +96.1% | -151.8% | -58.8% |
| 5Y | -18.7% | -5.0% | -13.7% | -20.8% |
| 10Y | +210.3% | +251.8% | -41.5% | +190.1% |
| All | +210.3% | +254.9% | -44.6% | +190.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling