+500.2%
NVT vs BURL
+91.7%
+408.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.2% | +3.5% | +6.3% |
| 7D | -7.5% | +7.7% | -15.2% | -10.2% |
| 30D | -31.5% | -7.1% | -24.4% | -30.1% |
| 3M | -30.4% | -30.3% | -0.1% | -21.8% |
| 6M | -32.5% | -15.5% | -16.9% | -29.8% |
| YTD | +12.9% | -11.0% | +23.9% | +14.8% |
| 1Y | +3.7% | -8.4% | +12.2% | +3.4% |
| 3Y | +135.8% | +96.7% | +39.1% | +72.1% |
| 5Y | +232.7% | -14.1% | +246.7% | +216.1% |
| All | +500.2% | +91.7% | +408.5% | +302.9% |
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