-48.0%
NVO vs BURL
+66.7%
-114.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.3% |
| 7D | +2.2% | -2.8% | +5.0% | +2.5% |
| 30D | +6.0% | -28.2% | +34.1% | +11.0% |
| 3M | +7.9% | -17.6% | +25.5% | +10.8% |
| 6M | +27.1% | -11.8% | +38.9% | +28.8% |
| YTD | -3.8% | -8.1% | +4.3% | -3.1% |
| 1Y | -12.8% | -12.0% | -0.9% | -12.0% |
| All | -48.0% | +66.7% | -114.6% | -47.8% |
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