+751.2%
NVT vs BURL
+90.4%
+660.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.7% | +7.9% | +5.5% |
| 7D | +10.4% | -2.6% | +12.9% | +11.3% |
| 30D | -1.3% | -30.8% | +29.5% | +12.0% |
| 3M | -0.6% | -18.7% | +18.0% | +5.9% |
| 6M | +53.8% | -16.4% | +70.2% | +61.6% |
| YTD | +60.2% | -11.6% | +71.8% | +64.5% |
| 1Y | +76.8% | -12.0% | +88.8% | +79.8% |
| 3Y | +191.2% | +63.6% | +127.6% | +128.6% |
| 5Y | +430.9% | -12.6% | +443.5% | +402.5% |
| All | +751.2% | +90.4% | +660.8% | +477.1% |
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 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