-25.2%
NVTS vs BURL
-6.6%
-18.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +4.2% | +7.0% | +8.9% |
| 7D | +20.8% | +7.7% | +13.1% | +16.4% |
| 30D | -11.1% | -7.1% | -4.0% | -7.2% |
| 3M | -31.0% | -30.3% | -0.7% | -16.1% |
| 6M | -47.4% | -15.5% | -31.8% | -43.4% |
| YTD | +34.2% | -11.0% | +45.1% | +39.7% |
| 1Y | +22.2% | -8.4% | +30.6% | +23.6% |
| 3Y | +68.4% | +96.7% | -28.3% | +15.5% |
| 5Y | -39.0% | -14.1% | -25.0% | -39.5% |
| All | -25.2% | -6.6% | -18.6% | -24.9% |
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