-56.5%
NVO vs BURL
+86.7%
-143.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +0.8% | +4.1% | -3.3% | +0.3% |
| 30D | +5.4% | -9.5% | +14.8% | +6.7% |
| 3M | -11.2% | -33.5% | +22.3% | -6.1% |
| 6M | -10.8% | -22.1% | +11.3% | -8.0% |
| YTD | -16.8% | -14.6% | -2.2% | -15.5% |
| 1Y | -9.0% | -8.4% | -0.6% | -8.6% |
| 3Y | -56.5% | +86.6% | -143.1% | -56.3% |
| All | -56.5% | +86.7% | -143.2% | -56.3% |
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