+512.2%
NVT vs BURL
+91.1%
+421.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.5% |
| 7D | +3.5% | -0.8% | +4.3% | +3.9% |
| 30D | -28.2% | -4.4% | -23.7% | -27.5% |
| 3M | -30.1% | -28.6% | -1.5% | -22.0% |
| 6M | -32.5% | -12.3% | -20.2% | -30.7% |
| YTD | +15.2% | -11.3% | +26.5% | +17.3% |
| 1Y | +7.2% | -10.4% | +17.6% | +7.8% |
| 3Y | +134.2% | +96.1% | +38.1% | +71.2% |
| 5Y | +238.3% | -5.0% | +243.3% | +207.1% |
| All | +512.2% | +91.1% | +421.2% | +311.5% |
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