+76.8%
NVT vs BURL
-12.4%
+89.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.7% | +7.9% | +4.9% |
| 7D | +10.4% | -2.6% | +12.9% | +10.9% |
| 30D | -1.3% | -30.8% | +29.5% | +6.4% |
| 3M | -0.6% | -18.7% | +18.0% | +2.4% |
| 6M | +53.8% | -16.4% | +70.2% | +57.2% |
| YTD | +60.2% | -11.6% | +71.8% | +62.4% |
| 1Y | +76.8% | -12.0% | +88.8% | +73.1% |
| All | +76.8% | -12.4% | +89.1% | +73.1% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling