-25.3%
NVTS vs BURL
-8.5%
-16.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.7% | -3.3% | -4.1% |
| 7D | +21.6% | +0.4% | +21.2% | +21.5% |
| 30D | -8.5% | -4.3% | -4.2% | -6.1% |
| 3M | -31.4% | -28.8% | -2.6% | -17.4% |
| 6M | -50.3% | -12.8% | -37.5% | -47.3% |
| YTD | +33.9% | -12.8% | +46.7% | +41.2% |
| 1Y | +10.6% | -12.3% | +22.9% | +14.8% |
| 3Y | +52.7% | +92.7% | -40.0% | +6.1% |
| 5Y | -48.5% | -6.5% | -41.9% | -47.5% |
| All | -25.3% | -8.5% | -16.8% | -24.1% |
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