+119.5%
NVT vs BURL
+86.7%
+32.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.6% | +9.6% | +8.4% |
| 7D | -15.7% | +4.1% | -19.8% | -16.9% |
| 30D | -36.6% | -9.5% | -27.1% | -34.9% |
| 3M | -34.8% | -33.5% | -1.3% | -26.6% |
| 6M | -38.2% | -22.1% | -16.1% | -34.5% |
| YTD | +4.8% | -14.6% | +19.4% | +7.5% |
| 1Y | -2.8% | -8.4% | +5.6% | -3.6% |
| 3Y | +119.5% | +86.6% | +33.0% | +97.6% |
| All | +119.5% | +86.7% | +32.8% | +97.6% |
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